Estimation of the simple correlation coefficient.

PubMed

Shieh, Gwowen

2010-11-01

This article investigates some unfamiliar properties of the Pearson product-moment correlation coefficient for the estimation of simple correlation coefficient. Although Pearson's r is biased, except for limited situations, and the minimum variance unbiased estimator has been proposed in the literature, researchers routinely employ the sample correlation coefficient in their practical applications, because of its simplicity and popularity. In order to support such practice, this study examines the mean squared errors of r and several prominent formulas. The results reveal specific situations in which the sample correlation coefficient performs better than the unbiased and nearly unbiased estimators, facilitating recommendation of r as an effect size index for the strength of linear association between two variables. In addition, related issues of estimating the squared simple correlation coefficient are also considered.

A general rough-surface inversion algorithm: Theory and application to SAR data

NASA Technical Reports Server (NTRS)

Moghaddam, M.

1993-01-01

Rough-surface inversion has significant applications in interpretation of SAR data obtained over bare soil surfaces and agricultural lands. Due to the sparsity of data and the large pixel size in SAR applications, it is not feasible to carry out inversions based on numerical scattering models. The alternative is to use parameter estimation techniques based on approximate analytical or empirical models. Hence, there are two issues to be addressed, namely, what model to choose and what estimation algorithm to apply. Here, a small perturbation model (SPM) is used to express the backscattering coefficients of the rough surface in terms of three surface parameters. The algorithm used to estimate these parameters is based on a nonlinear least-squares criterion. The least-squares optimization methods are widely used in estimation theory, but the distinguishing factor for SAR applications is incorporating the stochastic nature of both the unknown parameters and the data into formulation, which will be discussed in detail. The algorithm is tested with synthetic data, and several Newton-type least-squares minimization methods are discussed to compare their convergence characteristics. Finally, the algorithm is applied to multifrequency polarimetric SAR data obtained over some bare soil and agricultural fields. Results will be shown and compared to ground-truth measurements obtained from these areas. The strength of this general approach to inversion of SAR data is that it can be easily modified for use with any scattering model without changing any of the inversion steps. Note also that, for the same reason it is not limited to inversion of rough surfaces, and can be applied to any parameterized scattering process.

A square root ensemble Kalman filter application to a motor-imagery brain-computer interface.

PubMed

Kamrunnahar, M; Schiff, S J

2011-01-01

We here investigated a non-linear ensemble Kalman filter (SPKF) application to a motor imagery brain computer interface (BCI). A square root central difference Kalman filter (SR-CDKF) was used as an approach for brain state estimation in motor imagery task performance, using scalp electroencephalography (EEG) signals. Healthy human subjects imagined left vs. right hand movements and tongue vs. bilateral toe movements while scalp EEG signals were recorded. Offline data analysis was conducted for training the model as well as for decoding the imagery movements. Preliminary results indicate the feasibility of this approach with a decoding accuracy of 78%-90% for the hand movements and 70%-90% for the tongue-toes movements. Ongoing research includes online BCI applications of this approach as well as combined state and parameter estimation using this algorithm with different system dynamic models.

Evaluating Remotely-Sensed Surface Soil Moisture Estimates Using Triple Collocation

USDA-ARS?s Scientific Manuscript database

Recent work has demonstrated the potential of enhancing remotely-sensed surface soil moisture validation activities through the application of triple collocation techniques which compare time series of three mutually independent geophysical variable estimates in order to acquire the root-mean-square...

Recursive least squares estimation and its application to shallow trench isolation

NASA Astrophysics Data System (ADS)

Wang, Jin; Qin, S. Joe; Bode, Christopher A.; Purdy, Matthew A.

2003-06-01

In recent years, run-to-run (R2R) control technology has received tremendous interest in semiconductor manufacturing. One class of widely used run-to-run controllers is based on the exponentially weighted moving average (EWMA) statistics to estimate process deviations. Using an EWMA filter to smooth the control action on a linear process has been shown to provide good results in a number of applications. However, for a process with severe drifts, the EWMA controller is insufficient even when large weights are used. This problem becomes more severe when there is measurement delay, which is almost inevitable in semiconductor industry. In order to control drifting processes, a predictor-corrector controller (PCC) and a double EWMA controller have been developed. Chen and Guo (2001) show that both PCC and double-EWMA controller are in effect Integral-double-Integral (I-II) controllers, which are able to control drifting processes. However, since offset is often within the noise of the process, the second integrator can actually cause jittering. Besides, tuning the second filter is not as intuitive as a single EWMA filter. In this work, we look at an alternative way Recursive Least Squares (RLS), to estimate and control the drifting process. EWMA and double-EWMA are shown to be the least squares estimate for locally constant mean model and locally constant linear trend model. Then the recursive least squares with exponential factor is applied to shallow trench isolation etch process to predict the future etch rate. The etch process, which is a critical process in the flash memory manufacturing, is known to suffer from significant etch rate drift due to chamber seasoning. In order to handle the metrology delay, we propose a new time update scheme. RLS with the new time update method gives very good result. The estimate error variance is smaller than that from EWMA, and mean square error decrease more than 10% compared to that from EWMA.

Concerning an application of the method of least squares with a variable weight matrix

NASA Technical Reports Server (NTRS)

Sukhanov, A. A.

1979-01-01

An estimate of a state vector for a physical system when the weight matrix in the method of least squares is a function of this vector is considered. An iterative procedure is proposed for calculating the desired estimate. Conditions for the existence and uniqueness of the limit of this procedure are obtained, and a domain is found which contains the limit estimate. A second method for calculating the desired estimate which reduces to the solution of a system of algebraic equations is proposed. The question of applying Newton's method of tangents to solving the given system of algebraic equations is considered and conditions for the convergence of the modified Newton's method are obtained. Certain properties of the estimate obtained are presented together with an example.

Application of copulas to improve covariance estimation for partial least squares.

PubMed

D'Angelo, Gina M; Weissfeld, Lisa A

2013-02-20

Dimension reduction techniques, such as partial least squares, are useful for computing summary measures and examining relationships in complex settings. Partial least squares requires an estimate of the covariance matrix as a first step in the analysis, making this estimate critical to the results. In addition, the covariance matrix also forms the basis for other techniques in multivariate analysis, such as principal component analysis and independent component analysis. This paper has been motivated by an example from an imaging study in Alzheimer's disease where there is complete separation between Alzheimer's and control subjects for one of the imaging modalities. This separation occurs in one block of variables and does not occur with the second block of variables resulting in inaccurate estimates of the covariance. We propose the use of a copula to obtain estimates of the covariance in this setting, where one set of variables comes from a mixture distribution. Simulation studies show that the proposed estimator is an improvement over the standard estimators of covariance. We illustrate the methods from the motivating example from a study in the area of Alzheimer's disease. Copyright © 2012 John Wiley & Sons, Ltd.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 2. Applications

USGS Publications Warehouse

Cooley, Richard L.

1983-01-01

This paper investigates factors influencing the degree of improvement in estimates of parameters of a nonlinear regression groundwater flow model by incorporating prior information of unknown reliability. Consideration of expected behavior of the regression solutions and results of a hypothetical modeling problem lead to several general conclusions. First, if the parameters are properly scaled, linearized expressions for the mean square error (MSE) in parameter estimates of a nonlinear model will often behave very nearly as if the model were linear. Second, by using prior information, the MSE in properly scaled parameters can be reduced greatly over the MSE of ordinary least squares estimates of parameters. Third, plots of estimated MSE and the estimated standard deviation of MSE versus an auxiliary parameter (the ridge parameter) specifying the degree of influence of the prior information on regression results can help determine the potential for improvement of parameter estimates. Fourth, proposed criteria can be used to make appropriate choices for the ridge parameter and another parameter expressing degree of overall bias in the prior information. Results of a case study of Truckee Meadows, Reno-Sparks area, Washoe County, Nevada, conform closely to the results of the hypothetical problem. In the Truckee Meadows case, incorporation of prior information did not greatly change the parameter estimates from those obtained by ordinary least squares. However, the analysis showed that both sets of estimates are more reliable than suggested by the standard errors from ordinary least squares.

A square root ensemble Kalman filter application to a motor-imagery brain-computer interface

PubMed Central

Kamrunnahar, M.; Schiff, S. J.

2017-01-01

We here investigated a non-linear ensemble Kalman filter (SPKF) application to a motor imagery brain computer interface (BCI). A square root central difference Kalman filter (SR-CDKF) was used as an approach for brain state estimation in motor imagery task performance, using scalp electroencephalography (EEG) signals. Healthy human subjects imagined left vs. right hand movements and tongue vs. bilateral toe movements while scalp EEG signals were recorded. Offline data analysis was conducted for training the model as well as for decoding the imagery movements. Preliminary results indicate the feasibility of this approach with a decoding accuracy of 78%–90% for the hand movements and 70%–90% for the tongue-toes movements. Ongoing research includes online BCI applications of this approach as well as combined state and parameter estimation using this algorithm with different system dynamic models. PMID:22255799

Analytic semigroups: Applications to inverse problems for flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Rebnord, D. A.

1990-01-01

Convergence and stability results for least squares inverse problems involving systems described by analytic semigroups are presented. The practical importance of these results is demonstrated by application to several examples from problems of estimation of material parameters in flexible structures using accelerometer data.

An Estimating Equations Approach for the LISCOMP Model.

ERIC Educational Resources Information Center

Reboussin, Beth A.; Liang, Kung-Lee

1998-01-01

A quadratic estimating equations approach for the LISCOMP model is proposed that only requires specification of the first two moments. This method is compared with a three-stage generalized least squares approach through a numerical study and application to a study of life events and neurotic illness. (SLD)

Estimation of dose-response models for discrete and continuous data in weed science

USDA-ARS?s Scientific Manuscript database

Dose-response analysis is widely used in biological sciences and has application to a variety of risk assessment, bioassay, and calibration problems. In weed science, dose-response methodologies have typically relied on least squares estimation under an assumption of normality. Advances in computati...

Sensor Selection for Aircraft Engine Performance Estimation and Gas Path Fault Diagnostics

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Rinehart, Aidan W.

2015-01-01

This paper presents analytical techniques for aiding system designers in making aircraft engine health management sensor selection decisions. The presented techniques, which are based on linear estimation and probability theory, are tailored for gas turbine engine performance estimation and gas path fault diagnostics applications. They enable quantification of the performance estimation and diagnostic accuracy offered by different candidate sensor suites. For performance estimation, sensor selection metrics are presented for two types of estimators including a Kalman filter and a maximum a posteriori estimator. For each type of performance estimator, sensor selection is based on minimizing the theoretical sum of squared estimation errors in health parameters representing performance deterioration in the major rotating modules of the engine. For gas path fault diagnostics, the sensor selection metric is set up to maximize correct classification rate for a diagnostic strategy that performs fault classification by identifying the fault type that most closely matches the observed measurement signature in a weighted least squares sense. Results from the application of the sensor selection metrics to a linear engine model are presented and discussed. Given a baseline sensor suite and a candidate list of optional sensors, an exhaustive search is performed to determine the optimal sensor suites for performance estimation and fault diagnostics. For any given sensor suite, Monte Carlo simulation results are found to exhibit good agreement with theoretical predictions of estimation and diagnostic accuracies.

Sensor Selection for Aircraft Engine Performance Estimation and Gas Path Fault Diagnostics

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Rinehart, Aidan W.

2016-01-01

This paper presents analytical techniques for aiding system designers in making aircraft engine health management sensor selection decisions. The presented techniques, which are based on linear estimation and probability theory, are tailored for gas turbine engine performance estimation and gas path fault diagnostics applications. They enable quantification of the performance estimation and diagnostic accuracy offered by different candidate sensor suites. For performance estimation, sensor selection metrics are presented for two types of estimators including a Kalman filter and a maximum a posteriori estimator. For each type of performance estimator, sensor selection is based on minimizing the theoretical sum of squared estimation errors in health parameters representing performance deterioration in the major rotating modules of the engine. For gas path fault diagnostics, the sensor selection metric is set up to maximize correct classification rate for a diagnostic strategy that performs fault classification by identifying the fault type that most closely matches the observed measurement signature in a weighted least squares sense. Results from the application of the sensor selection metrics to a linear engine model are presented and discussed. Given a baseline sensor suite and a candidate list of optional sensors, an exhaustive search is performed to determine the optimal sensor suites for performance estimation and fault diagnostics. For any given sensor suite, Monte Carlo simulation results are found to exhibit good agreement with theoretical predictions of estimation and diagnostic accuracies.

A least-squares parameter estimation algorithm for switched hammerstein systems with applications to the VOR

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Kearney, Robert E.; Galiana, Henrietta L.

2005-01-01

A "Multimode" or "switched" system is one that switches between various modes of operation. When a switch occurs from one mode to another, a discontinuity may result followed by a smooth evolution under the new regime. Characterizing the switching behavior of these systems is not well understood and, therefore, identification of multimode systems typically requires a preprocessing step to classify the observed data according to a mode of operation. A further consequence of the switched nature of these systems is that data available for parameter estimation of any subsystem may be inadequate. As such, identification and parameter estimation of multimode systems remains an unresolved problem. In this paper, we 1) show that the NARMAX model structure can be used to describe the impulsive-smooth behavior of switched systems, 2) propose a modified extended least squares (MELS) algorithm to estimate the coefficients of such models, and 3) demonstrate its applicability to simulated and real data from the Vestibulo-Ocular Reflex (VOR). The approach will also allow the identification of other nonlinear bio-systems, suspected of containing "hard" nonlinearities.

Testing concordance of instrumental variable effects in generalized linear models with application to Mendelian randomization

PubMed Central

Dai, James Y.; Chan, Kwun Chuen Gary; Hsu, Li

2014-01-01

Instrumental variable regression is one way to overcome unmeasured confounding and estimate causal effect in observational studies. Built on structural mean models, there has been considerale work recently developed for consistent estimation of causal relative risk and causal odds ratio. Such models can sometimes suffer from identification issues for weak instruments. This hampered the applicability of Mendelian randomization analysis in genetic epidemiology. When there are multiple genetic variants available as instrumental variables, and causal effect is defined in a generalized linear model in the presence of unmeasured confounders, we propose to test concordance between instrumental variable effects on the intermediate exposure and instrumental variable effects on the disease outcome, as a means to test the causal effect. We show that a class of generalized least squares estimators provide valid and consistent tests of causality. For causal effect of a continuous exposure on a dichotomous outcome in logistic models, the proposed estimators are shown to be asymptotically conservative. When the disease outcome is rare, such estimators are consistent due to the log-linear approximation of the logistic function. Optimality of such estimators relative to the well-known two-stage least squares estimator and the double-logistic structural mean model is further discussed. PMID:24863158

Estimating gene function with least squares nonnegative matrix factorization.

PubMed

Wang, Guoli; Ochs, Michael F

2007-01-01

Nonnegative matrix factorization is a machine learning algorithm that has extracted information from data in a number of fields, including imaging and spectral analysis, text mining, and microarray data analysis. One limitation with the method for linking genes through microarray data in order to estimate gene function is the high variance observed in transcription levels between different genes. Least squares nonnegative matrix factorization uses estimates of the uncertainties on the mRNA levels for each gene in each condition, to guide the algorithm to a local minimum in normalized chi2, rather than a Euclidean distance or divergence between the reconstructed data and the data itself. Herein, application of this method to microarray data is demonstrated in order to predict gene function.

Weibull Modulus Estimated by the Non-linear Least Squares Method: A Solution to Deviation Occurring in Traditional Weibull Estimation

NASA Astrophysics Data System (ADS)

Li, T.; Griffiths, W. D.; Chen, J.

2017-11-01

The Maximum Likelihood method and the Linear Least Squares (LLS) method have been widely used to estimate Weibull parameters for reliability of brittle and metal materials. In the last 30 years, many researchers focused on the bias of Weibull modulus estimation, and some improvements have been achieved, especially in the case of the LLS method. However, there is a shortcoming in these methods for a specific type of data, where the lower tail deviates dramatically from the well-known linear fit in a classic LLS Weibull analysis. This deviation can be commonly found from the measured properties of materials, and previous applications of the LLS method on this kind of dataset present an unreliable linear regression. This deviation was previously thought to be due to physical flaws ( i.e., defects) contained in materials. However, this paper demonstrates that this deviation can also be caused by the linear transformation of the Weibull function, occurring in the traditional LLS method. Accordingly, it may not be appropriate to carry out a Weibull analysis according to the linearized Weibull function, and the Non-linear Least Squares method (Non-LS) is instead recommended for the Weibull modulus estimation of casting properties.

Model-based mean square error estimators for k-nearest neighbour predictions and applications using remotely sensed data for forest inventories

Treesearch

Steen Magnussen; Ronald E. McRoberts; Erkki O. Tomppo

2009-01-01

New model-based estimators of the uncertainty of pixel-level and areal k-nearest neighbour (knn) predictions of attribute Y from remotely-sensed ancillary data X are presented. Non-parametric functions predict Y from scalar 'Single Index Model' transformations of X. Variance functions generated...

On the multivariate total least-squares approach to empirical coordinate transformations. Three algorithms

NASA Astrophysics Data System (ADS)

Schaffrin, Burkhard; Felus, Yaron A.

2008-06-01

The multivariate total least-squares (MTLS) approach aims at estimating a matrix of parameters, Ξ, from a linear model ( Y- E Y = ( X- E X ) · Ξ) that includes an observation matrix, Y, another observation matrix, X, and matrices of randomly distributed errors, E Y and E X . Two special cases of the MTLS approach include the standard multivariate least-squares approach where only the observation matrix, Y, is perturbed by random errors and, on the other hand, the data least-squares approach where only the coefficient matrix X is affected by random errors. In a previous contribution, the authors derived an iterative algorithm to solve the MTLS problem by using the nonlinear Euler-Lagrange conditions. In this contribution, new lemmas are developed to analyze the iterative algorithm, modify it, and compare it with a new ‘closed form’ solution that is based on the singular-value decomposition. For an application, the total least-squares approach is used to estimate the affine transformation parameters that convert cadastral data from the old to the new Israeli datum. Technical aspects of this approach, such as scaling the data and fixing the columns in the coefficient matrix are investigated. This case study illuminates the issue of “symmetry” in the treatment of two sets of coordinates for identical point fields, a topic that had already been emphasized by Teunissen (1989, Festschrift to Torben Krarup, Geodetic Institute Bull no. 58, Copenhagen, Denmark, pp 335-342). The differences between the standard least-squares and the TLS approach are analyzed in terms of the estimated variance component and a first-order approximation of the dispersion matrix of the estimated parameters.

Genetic Algorithm for Initial Orbit Determination with Too Short Arc (Continued)

NASA Astrophysics Data System (ADS)

Li, Xin-ran; Wang, Xin

2017-04-01

When the genetic algorithm is used to solve the problem of too short-arc (TSA) orbit determination, due to the difference of computing process between the genetic algorithm and the classical method, the original method for outlier deletion is no longer applicable. In the genetic algorithm, the robust estimation is realized by introducing different loss functions for the fitness function, then the outlier problem of the TSA orbit determination is solved. Compared with the classical method, the genetic algorithm is greatly simplified by introducing in different loss functions. Through the comparison on the calculations of multiple loss functions, it is found that the least median square (LMS) estimation and least trimmed square (LTS) estimation can greatly improve the robustness of the TSA orbit determination, and have a high breakdown point.

Weighted linear least squares estimation of diffusion MRI parameters: strengths, limitations, and pitfalls.

PubMed

Veraart, Jelle; Sijbers, Jan; Sunaert, Stefan; Leemans, Alexander; Jeurissen, Ben

2013-11-01

Linear least squares estimators are widely used in diffusion MRI for the estimation of diffusion parameters. Although adding proper weights is necessary to increase the precision of these linear estimators, there is no consensus on how to practically define them. In this study, the impact of the commonly used weighting strategies on the accuracy and precision of linear diffusion parameter estimators is evaluated and compared with the nonlinear least squares estimation approach. Simulation and real data experiments were done to study the performance of the weighted linear least squares estimators with weights defined by (a) the squares of the respective noisy diffusion-weighted signals; and (b) the squares of the predicted signals, which are reconstructed from a previous estimate of the diffusion model parameters. The negative effect of weighting strategy (a) on the accuracy of the estimator was surprisingly high. Multi-step weighting strategies yield better performance and, in some cases, even outperformed the nonlinear least squares estimator. If proper weighting strategies are applied, the weighted linear least squares approach shows high performance characteristics in terms of accuracy/precision and may even be preferred over nonlinear estimation methods. Copyright © 2013 Elsevier Inc. All rights reserved.

First-Order System Least Squares for the Stokes Equations, with Application to Linear Elasticity

NASA Technical Reports Server (NTRS)

Cai, Z.; Manteuffel, T. A.; McCormick, S. F.

1996-01-01

Following our earlier work on general second-order scalar equations, here we develop a least-squares functional for the two- and three-dimensional Stokes equations, generalized slightly by allowing a pressure term in the continuity equation. By introducing a velocity flux variable and associated curl and trace equations, we are able to establish ellipticity in an H(exp 1) product norm appropriately weighted by the Reynolds number. This immediately yields optimal discretization error estimates for finite element spaces in this norm and optimal algebraic convergence estimates for multiplicative and additive multigrid methods applied to the resulting discrete systems. Both estimates are uniform in the Reynolds number. Moreover, our pressure-perturbed form of the generalized Stokes equations allows us to develop an analogous result for the Dirichlet problem for linear elasticity with estimates that are uniform in the Lame constants.

Semivariogram modeling by weighted least squares

USGS Publications Warehouse

Jian, X.; Olea, R.A.; Yu, Y.-S.

1996-01-01

Permissible semivariogram models are fundamental for geostatistical estimation and simulation of attributes having a continuous spatiotemporal variation. The usual practice is to fit those models manually to experimental semivariograms. Fitting by weighted least squares produces comparable results to fitting manually in less time, systematically, and provides an Akaike information criterion for the proper comparison of alternative models. We illustrate the application of a computer program with examples showing the fitting of simple and nested models. Copyright ?? 1996 Elsevier Science Ltd.

Identification of integrated airframe: Propulsion effects on an F-15 aircraft for application to drag minimization

NASA Technical Reports Server (NTRS)

Schkolnik, Gerard S.

1993-01-01

The application of an adaptive real-time measurement-based performance optimization technique is being explored for a future flight research program. The key technical challenge of the approach is parameter identification, which uses a perturbation-search technique to identify changes in performance caused by forced oscillations of the controls. The controls on the NASA F-15 highly integrated digital electronic control (HIDEC) aircraft were perturbed using inlet cowl rotation steps at various subsonic and supersonic flight conditions to determine the effect on aircraft performance. The feasibility of the perturbation-search technique for identifying integrated airframe-propulsion system performance effects was successfully shown through flight experiments and postflight data analysis. Aircraft response and control data were analyzed postflight to identify gradients and to determine the minimum drag point. Changes in longitudinal acceleration as small as 0.004 g were measured, and absolute resolution was estimated to be 0.002 g or approximately 50 lbf of drag. Two techniques for identifying performance gradients were compared: a least-squares estimation algorithm and a modified maximum likelihood estimator algorithm. A complementary filter algorithm was used with the least squares estimator.

Identification of integrated airframe-propulsion effects on an F-15 aircraft for application to drag minimization

NASA Technical Reports Server (NTRS)

Schkolnik, Gerald S.

1993-01-01

The application of an adaptive real-time measurement-based performance optimization technique is being explored for a future flight research program. The key technical challenge of the approach is parameter identification, which uses a perturbation-search technique to identify changes in performance caused by forced oscillations of the controls. The controls on the NASA F-15 highly integrated digital electronic control (HIDEC) aircraft were perturbed using inlet cowl rotation steps at various subsonic and supersonic flight conditions to determine the effect on aircraft performance. The feasibility of the perturbation-search technique for identifying integrated airframe-propulsion system performance effects was successfully shown through flight experiments and postflight data analysis. Aircraft response and control data were analyzed postflight to identify gradients and to determine the minimum drag point. Changes in longitudinal acceleration as small as 0.004 g were measured, and absolute resolution was estimated to be 0.002 g or approximately 50 lbf of drag. Two techniques for identifying performance gradients were compared: a least-squares estimation algorithm and a modified maximum likelihood estimator algorithm. A complementary filter algorithm was used with the least squares estimator.

A semiparametric separation curve approach for comparing correlated ROC data from multiple markers

PubMed Central

Tang, Liansheng Larry; Zhou, Xiao-Hua

2012-01-01

In this article we propose a separation curve method to identify the range of false positive rates for which two ROC curves differ or one ROC curve is superior to the other. Our method is based on a general multivariate ROC curve model, including interaction terms between discrete covariates and false positive rates. It is applicable with most existing ROC curve models. Furthermore, we introduce a semiparametric least squares ROC estimator and apply the estimator to the separation curve method. We derive a sandwich estimator for the covariance matrix of the semiparametric estimator. We illustrate the application of our separation curve method through two real life examples. PMID:23074360

Estimating design-flood discharges for streams in Iowa using drainage-basin and channel-geometry characteristics

USGS Publications Warehouse

Eash, D.A.

1993-01-01

Procedures provided for applying the drainage-basin and channel-geometry regression equations depend on whether the design-flood discharge estimate is for a site on an ungaged stream, an ungaged site on a gaged stream, or a gaged site. When both a drainage-basin and a channel-geometry regression-equation estimate are available for a stream site, a procedure is presented for determining a weighted average of the two flood estimates. The drainage-basin regression equations are applicable to unregulated rural drainage areas less than 1,060 square miles, and the channel-geometry regression equations are applicable to unregulated rural streams in Iowa with stabilized channels.

Multiple concurrent recursive least squares identification with application to on-line spacecraft mass-property identification

NASA Technical Reports Server (NTRS)

Wilson, Edward (Inventor)

2006-01-01

The present invention is a method for identifying unknown parameters in a system having a set of governing equations describing its behavior that cannot be put into regression form with the unknown parameters linearly represented. In this method, the vector of unknown parameters is segmented into a plurality of groups where each individual group of unknown parameters may be isolated linearly by manipulation of said equations. Multiple concurrent and independent recursive least squares identification of each said group run, treating other unknown parameters appearing in their regression equation as if they were known perfectly, with said values provided by recursive least squares estimation from the other groups, thereby enabling the use of fast, compact, efficient linear algorithms to solve problems that would otherwise require nonlinear solution approaches. This invention is presented with application to identification of mass and thruster properties for a thruster-controlled spacecraft.

A chi-square goodness-of-fit test for non-identically distributed random variables: with application to empirical Bayes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Conover, W.J.; Cox, D.D.; Martz, H.F.

1997-12-01

When using parametric empirical Bayes estimation methods for estimating the binomial or Poisson parameter, the validity of the assumed beta or gamma conjugate prior distribution is an important diagnostic consideration. Chi-square goodness-of-fit tests of the beta or gamma prior hypothesis are developed for use when the binomial sample sizes or Poisson exposure times vary. Nine examples illustrate the application of the methods, using real data from such diverse applications as the loss of feedwater flow rates in nuclear power plants, the probability of failure to run on demand and the failure rates of the high pressure coolant injection systems atmore » US commercial boiling water reactors, the probability of failure to run on demand of emergency diesel generators in US commercial nuclear power plants, the rate of failure of aircraft air conditioners, baseball batting averages, the probability of testing positive for toxoplasmosis, and the probability of tumors in rats. The tests are easily applied in practice by means of corresponding Mathematica{reg_sign} computer programs which are provided.« less

Parameter estimation of Monod model by the Least-Squares method for microalgae Botryococcus Braunii sp

NASA Astrophysics Data System (ADS)

See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.

2018-04-01

This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.

Battery state-of-charge estimation using approximate least squares

NASA Astrophysics Data System (ADS)

Unterrieder, C.; Zhang, C.; Lunglmayr, M.; Priewasser, R.; Marsili, S.; Huemer, M.

2015-03-01

In recent years, much effort has been spent to extend the runtime of battery-powered electronic applications. In order to improve the utilization of the available cell capacity, high precision estimation approaches for battery-specific parameters are needed. In this work, an approximate least squares estimation scheme is proposed for the estimation of the battery state-of-charge (SoC). The SoC is determined based on the prediction of the battery's electromotive force. The proposed approach allows for an improved re-initialization of the Coulomb counting (CC) based SoC estimation method. Experimental results for an implementation of the estimation scheme on a fuel gauge system on chip are illustrated. Implementation details and design guidelines are presented. The performance of the presented concept is evaluated for realistic operating conditions (temperature effects, aging, standby current, etc.). For the considered test case of a GSM/UMTS load current pattern of a mobile phone, the proposed method is able to re-initialize the CC-method with a high accuracy, while state-of-the-art methods fail to perform a re-initialization.

Maximum correntropy square-root cubature Kalman filter with application to SINS/GPS integrated systems.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng

2018-05-31

For a nonlinear system, the cubature Kalman filter (CKF) and its square-root version are useful methods to solve the state estimation problems, and both can obtain good performance in Gaussian noises. However, their performances often degrade significantly in the face of non-Gaussian noises, particularly when the measurements are contaminated by some heavy-tailed impulsive noises. By utilizing the maximum correntropy criterion (MCC) to improve the robust performance instead of traditional minimum mean square error (MMSE) criterion, a new square-root nonlinear filter is proposed in this study, named as the maximum correntropy square-root cubature Kalman filter (MCSCKF). The new filter not only retains the advantage of square-root cubature Kalman filter (SCKF), but also exhibits robust performance against heavy-tailed non-Gaussian noises. A judgment condition that avoids numerical problem is also given. The results of two illustrative examples, especially the SINS/GPS integrated systems, demonstrate the desirable performance of the proposed filter. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Transmuted of Rayleigh Distribution with Estimation and Application on Noise Signal

NASA Astrophysics Data System (ADS)

Ahmed, Suhad; Qasim, Zainab

2018-05-01

This paper deals with transforming one parameter Rayleigh distribution, into transmuted probability distribution through introducing a new parameter (λ), since this studied distribution is necessary in representing signal data distribution and failure data model the value of this transmuted parameter |λ| ≤ 1, is also estimated as well as the original parameter (⊖) by methods of moments and maximum likelihood using different sample size (n=25, 50, 75, 100) and comparing the results of estimation by statistical measure (mean square error, MSE).

Linearized motion estimation for articulated planes.

PubMed

Datta, Ankur; Sheikh, Yaser; Kanade, Takeo

2011-04-01

In this paper, we describe the explicit application of articulation constraints for estimating the motion of a system of articulated planes. We relate articulations to the relative homography between planes and show that these articulations translate into linearized equality constraints on a linear least-squares system, which can be solved efficiently using a Karush-Kuhn-Tucker system. The articulation constraints can be applied for both gradient-based and feature-based motion estimation algorithms and to illustrate this, we describe a gradient-based motion estimation algorithm for an affine camera and a feature-based motion estimation algorithm for a projective camera that explicitly enforces articulation constraints. We show that explicit application of articulation constraints leads to numerically stable estimates of motion. The simultaneous computation of motion estimates for all of the articulated planes in a scene allows us to handle scene areas where there is limited texture information and areas that leave the field of view. Our results demonstrate the wide applicability of the algorithm in a variety of challenging real-world cases such as human body tracking, motion estimation of rigid, piecewise planar scenes, and motion estimation of triangulated meshes.

Robust analysis of trends in noisy tokamak confinement data using geodesic least squares regression

DOE Office of Scientific and Technical Information (OSTI.GOV)

Verdoolaege, G., E-mail: geert.verdoolaege@ugent.be; Laboratory for Plasma Physics, Royal Military Academy, B-1000 Brussels; Shabbir, A.

Regression analysis is a very common activity in fusion science for unveiling trends and parametric dependencies, but it can be a difficult matter. We have recently developed the method of geodesic least squares (GLS) regression that is able to handle errors in all variables, is robust against data outliers and uncertainty in the regression model, and can be used with arbitrary distribution models and regression functions. We here report on first results of application of GLS to estimation of the multi-machine scaling law for the energy confinement time in tokamaks, demonstrating improved consistency of the GLS results compared to standardmore » least squares.« less

A Fortran 77 computer code for damped least-squares inversion of Slingram electromagnetic anomalies over thin tabular conductors

NASA Astrophysics Data System (ADS)

Dondurur, Derman; Sarı, Coşkun

2004-07-01

A FORTRAN 77 computer code is presented that permits the inversion of Slingram electromagnetic anomalies to an optimal conductor model. Damped least-squares inversion algorithm is used to estimate the anomalous body parameters, e.g. depth, dip and surface projection point of the target. Iteration progress is controlled by maximum relative error value and iteration continued until a tolerance value was satisfied, while the modification of Marquardt's parameter is controlled by sum of the squared errors value. In order to form the Jacobian matrix, the partial derivatives of theoretical anomaly expression with respect to the parameters being optimised are calculated by numerical differentiation by using first-order forward finite differences. A theoretical and two field anomalies are inserted to test the accuracy and applicability of the present inversion program. Inversion of the field data indicated that depth and the surface projection point parameters of the conductor are estimated correctly, however, considerable discrepancies appeared on the estimated dip angles. It is therefore concluded that the most important factor resulting in the misfit between observed and calculated data is due to the fact that the theory used for computing Slingram anomalies is valid for only thin conductors and this assumption might have caused incorrect dip estimates in the case of wide conductors.

Robust Bayesian linear regression with application to an analysis of the CODATA values for the Planck constant

NASA Astrophysics Data System (ADS)

Wübbeler, Gerd; Bodnar, Olha; Elster, Clemens

2018-02-01

Weighted least-squares estimation is commonly applied in metrology to fit models to measurements that are accompanied with quoted uncertainties. The weights are chosen in dependence on the quoted uncertainties. However, when data and model are inconsistent in view of the quoted uncertainties, this procedure does not yield adequate results. When it can be assumed that all uncertainties ought to be rescaled by a common factor, weighted least-squares estimation may still be used, provided that a simple correction of the uncertainty obtained for the estimated model is applied. We show that these uncertainties and credible intervals are robust, as they do not rely on the assumption of a Gaussian distribution of the data. Hence, common software for weighted least-squares estimation may still safely be employed in such a case, followed by a simple modification of the uncertainties obtained by that software. We also provide means of checking the assumptions of such an approach. The Bayesian regression procedure is applied to analyze the CODATA values for the Planck constant published over the past decades in terms of three different models: a constant model, a straight line model and a spline model. Our results indicate that the CODATA values may not have yet stabilized.

A parameter estimation subroutine package

NASA Technical Reports Server (NTRS)

Bierman, G. J.; Nead, M. W.

1978-01-01

Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. In this report we document a library of FORTRAN subroutines that have been developed to facilitate analyses of a variety of estimation problems. Our purpose is to present an easy to use, multi-purpose set of algorithms that are reasonably efficient and which use a minimal amount of computer storage. Subroutine inputs, outputs, usage and listings are given along with examples of how these routines can be used. The following outline indicates the scope of this report: Section (1) introduction with reference to background material; Section (2) examples and applications; Section (3) subroutine directory summary; Section (4) the subroutine directory user description with input, output, and usage explained; and Section (5) subroutine FORTRAN listings. The routines are compact and efficient and are far superior to the normal equation and Kalman filter data processing algorithms that are often used for least squares analyses.

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

Methods of Fitting a Straight Line to Data: Examples in Water Resources

USGS Publications Warehouse

Hirsch, Robert M.; Gilroy, Edward J.

1984-01-01

Three methods of fitting straight lines to data are described and their purposes are discussed and contrasted in terms of their applicability in various water resources contexts. The three methods are ordinary least squares (OLS), least normal squares (LNS), and the line of organic correlation (OC). In all three methods the parameters are based on moment statistics of the data. When estimation of an individual value is the objective, OLS is the most appropriate. When estimation of many values is the objective and one wants the set of estimates to have the appropriate variance, then OC is most appropriate. When one wishes to describe the relationship between two variables and measurement error is unimportant, then OC is most appropriate. Where the error is important in descriptive problems or in calibration problems, then structural analysis techniques may be most appropriate. Finally, if the problem is one of describing some geographic trajectory, then LNS is most appropriate.

Assessing the performance of the generalized propensity score for estimating the effect of quantitative or continuous exposures on binary outcomes

PubMed Central

2018-01-01

Propensity score methods are increasingly being used to estimate the effects of treatments and exposures when using observational data. The propensity score was initially developed for use with binary exposures. The generalized propensity score (GPS) is an extension of the propensity score for use with quantitative or continuous exposures (eg, dose or quantity of medication, income, or years of education). We used Monte Carlo simulations to examine the performance of different methods of using the GPS to estimate the effect of continuous exposures on binary outcomes. We examined covariate adjustment using the GPS and weighting using weights based on the inverse of the GPS. We examined both the use of ordinary least squares to estimate the propensity function and the use of the covariate balancing propensity score algorithm. The use of methods based on the GPS was compared with the use of G‐computation. All methods resulted in essentially unbiased estimation of the population dose‐response function. However, GPS‐based weighting tended to result in estimates that displayed greater variability and had higher mean squared error when the magnitude of confounding was strong. Of the methods based on the GPS, covariate adjustment using the GPS tended to result in estimates with lower variability and mean squared error when the magnitude of confounding was strong. We illustrate the application of these methods by estimating the effect of average neighborhood income on the probability of death within 1 year of hospitalization for an acute myocardial infarction. PMID:29508424

Assessing the performance of the generalized propensity score for estimating the effect of quantitative or continuous exposures on binary outcomes.

PubMed

Austin, Peter C

2018-05-20

Propensity score methods are increasingly being used to estimate the effects of treatments and exposures when using observational data. The propensity score was initially developed for use with binary exposures. The generalized propensity score (GPS) is an extension of the propensity score for use with quantitative or continuous exposures (eg, dose or quantity of medication, income, or years of education). We used Monte Carlo simulations to examine the performance of different methods of using the GPS to estimate the effect of continuous exposures on binary outcomes. We examined covariate adjustment using the GPS and weighting using weights based on the inverse of the GPS. We examined both the use of ordinary least squares to estimate the propensity function and the use of the covariate balancing propensity score algorithm. The use of methods based on the GPS was compared with the use of G-computation. All methods resulted in essentially unbiased estimation of the population dose-response function. However, GPS-based weighting tended to result in estimates that displayed greater variability and had higher mean squared error when the magnitude of confounding was strong. Of the methods based on the GPS, covariate adjustment using the GPS tended to result in estimates with lower variability and mean squared error when the magnitude of confounding was strong. We illustrate the application of these methods by estimating the effect of average neighborhood income on the probability of death within 1 year of hospitalization for an acute myocardial infarction. © 2018 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.

Measuring the contribution of water and green space amenities to housing values: an application and comparison of spatially weighted hedonic models

Treesearch

Seong-Hoon Cho; J. Michael Bowker; William M. Park

2006-01-01

This study estimates the influence of proximity to water bodies and park amenities on residential housing values in Knox County, Tennessee, using the hedonic price approach. Values for proximity to water bodies and parks are first estimated globally with a standard ordinary least squares (OLS) model. A locally weighted regression model is then employed to investigate...

Neither fixed nor random: weighted least squares meta-regression.

PubMed

Stanley, T D; Doucouliagos, Hristos

2017-03-01

Our study revisits and challenges two core conventional meta-regression estimators: the prevalent use of 'mixed-effects' or random-effects meta-regression analysis and the correction of standard errors that defines fixed-effects meta-regression analysis (FE-MRA). We show how and explain why an unrestricted weighted least squares MRA (WLS-MRA) estimator is superior to conventional random-effects (or mixed-effects) meta-regression when there is publication (or small-sample) bias that is as good as FE-MRA in all cases and better than fixed effects in most practical applications. Simulations and statistical theory show that WLS-MRA provides satisfactory estimates of meta-regression coefficients that are practically equivalent to mixed effects or random effects when there is no publication bias. When there is publication selection bias, WLS-MRA always has smaller bias than mixed effects or random effects. In practical applications, an unrestricted WLS meta-regression is likely to give practically equivalent or superior estimates to fixed-effects, random-effects, and mixed-effects meta-regression approaches. However, random-effects meta-regression remains viable and perhaps somewhat preferable if selection for statistical significance (publication bias) can be ruled out and when random, additive normal heterogeneity is known to directly affect the 'true' regression coefficient. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Peak-flow frequency for tributaries of the Colorado River downstream of Austin, Texas

USGS Publications Warehouse

Asquith, William H.

1998-01-01

Peak-flow frequency for 38 stations with at least 8 years of data in natural (unregulated and nonurbanized) basins was estimated on the basis of annual peak-streamflow data through water year 1995. Peak-flow frequency represents the peak discharges for recurrence intervals of 2, 5, 10, 25, 50, 100, 250, and 500 years. The peak-flow frequency and drainage basin characteristics for the stations were used to develop two sets of regression equations to estimate peak-flow frequency for tributaries of the Colorado River in the study area. One set of equations was developed for contributing drainage areas less than 32 square miles, and another set was developed for contributing drainage areas greater than 32 square miles. A procedure is presented to estimate the peak discharge at sites where both sets of equations are considered applicable. Additionally, procedures are presented to compute the 50-, 67-, and 90-percent prediction interval for any estimation from the equations.

Methods for estimating the magnitude and frequency of peak streamflows for unregulated streams in Oklahoma

USGS Publications Warehouse

Lewis, Jason M.

2010-01-01

Peak-streamflow regression equations were determined for estimating flows with exceedance probabilities from 50 to 0.2 percent for the state of Oklahoma. These regression equations incorporate basin characteristics to estimate peak-streamflow magnitude and frequency throughout the state by use of a generalized least squares regression analysis. The most statistically significant independent variables required to estimate peak-streamflow magnitude and frequency for unregulated streams in Oklahoma are contributing drainage area, mean-annual precipitation, and main-channel slope. The regression equations are applicable for watershed basins with drainage areas less than 2,510 square miles that are not affected by regulation. The resulting regression equations had a standard model error ranging from 31 to 46 percent. Annual-maximum peak flows observed at 231 streamflow-gaging stations through water year 2008 were used for the regression analysis. Gage peak-streamflow estimates were used from previous work unless 2008 gaging-station data were available, in which new peak-streamflow estimates were calculated. The U.S. Geological Survey StreamStats web application was used to obtain the independent variables required for the peak-streamflow regression equations. Limitations on the use of the regression equations and the reliability of regression estimates for natural unregulated streams are described. Log-Pearson Type III analysis information, basin and climate characteristics, and the peak-streamflow frequency estimates for the 231 gaging stations in and near Oklahoma are listed. Methodologies are presented to estimate peak streamflows at ungaged sites by using estimates from gaging stations on unregulated streams. For ungaged sites on urban streams and streams regulated by small floodwater retarding structures, an adjustment of the statewide regression equations for natural unregulated streams can be used to estimate peak-streamflow magnitude and frequency.

Power of tests for comparing trend curves with application to national immunization survey (NIS).

PubMed

Zhao, Zhen

2011-02-28

To develop statistical tests for comparing trend curves of study outcomes between two socio-demographic strata across consecutive time points, and compare statistical power of the proposed tests under different trend curves data, three statistical tests were proposed. For large sample size with independent normal assumption among strata and across consecutive time points, the Z and Chi-square test statistics were developed, which are functions of outcome estimates and the standard errors at each of the study time points for the two strata. For small sample size with independent normal assumption, the F-test statistic was generated, which is a function of sample size of the two strata and estimated parameters across study period. If two trend curves are approximately parallel, the power of Z-test is consistently higher than that of both Chi-square and F-test. If two trend curves cross at low interaction, the power of Z-test is higher than or equal to the power of both Chi-square and F-test; however, at high interaction, the powers of Chi-square and F-test are higher than that of Z-test. The measurement of interaction of two trend curves was defined. These tests were applied to the comparison of trend curves of vaccination coverage estimates of standard vaccine series with National Immunization Survey (NIS) 2000-2007 data. Copyright © 2011 John Wiley & Sons, Ltd.

Bone orientation and position estimation errors using Cosserat point elements and least squares methods: Application to gait.

PubMed

Solav, Dana; Camomilla, Valentina; Cereatti, Andrea; Barré, Arnaud; Aminian, Kamiar; Wolf, Alon

2017-09-06

The aim of this study was to analyze the accuracy of bone pose estimation based on sub-clusters of three skin-markers characterized by triangular Cosserat point elements (TCPEs) and to evaluate the capability of four instantaneous physical parameters, which can be measured non-invasively in vivo, to identify the most accurate TCPEs. Moreover, TCPE pose estimations were compared with the estimations of two least squares minimization methods applied to the cluster of all markers, using rigid body (RBLS) and homogeneous deformation (HDLS) assumptions. Analysis was performed on previously collected in vivo treadmill gait data composed of simultaneous measurements of the gold-standard bone pose by bi-plane fluoroscopy tracking the subjects' knee prosthesis and a stereophotogrammetric system tracking skin-markers affected by soft tissue artifact. Femur orientation and position errors estimated from skin-marker clusters were computed for 18 subjects using clusters of up to 35 markers. Results based on gold-standard data revealed that instantaneous subsets of TCPEs exist which estimate the femur pose with reasonable accuracy (median root mean square error during stance/swing: 1.4/2.8deg for orientation, 1.5/4.2mm for position). A non-invasive and instantaneous criteria to select accurate TCPEs for pose estimation (4.8/7.3deg, 5.8/12.3mm), was compared with RBLS (4.3/6.6deg, 6.9/16.6mm) and HDLS (4.6/7.6deg, 6.7/12.5mm). Accounting for homogeneous deformation, using HDLS or selected TCPEs, yielded more accurate position estimations than RBLS method, which, conversely, yielded more accurate orientation estimations. Further investigation is required to devise effective criteria for cluster selection that could represent a significant improvement in bone pose estimation accuracy. Copyright © 2017 Elsevier Ltd. All rights reserved.

A root-mean-square pressure fluctuations model for internal flow applications

NASA Technical Reports Server (NTRS)

Chen, Y. S.

1985-01-01

A transport equation for the root-mean-square pressure fluctuations of turbulent flow is derived from the time-dependent momentum equation for incompressible flow. Approximate modeling of this transport equation is included to relate terms with higher order correlations to the mean quantities of turbulent flow. Three empirical constants are introduced in the model. Two of the empirical constants are estimated from homogeneous turbulence data and wall pressure fluctuations measurements. The third constant is determined by comparing the results of large eddy simulations for a plane channel flow and an annulus flow.

Use of inequality constrained least squares estimation in small area estimation

NASA Astrophysics Data System (ADS)

Abeygunawardana, R. A. B.; Wickremasinghe, W. N.

2017-05-01

Traditional surveys provide estimates that are based only on the sample observations collected for the population characteristic of interest. However, these estimates may have unacceptably large variance for certain domains. Small Area Estimation (SAE) deals with determining precise and accurate estimates for population characteristics of interest for such domains. SAE usually uses least squares or maximum likelihood procedures incorporating prior information and current survey data. Many available methods in SAE use constraints in equality form. However there are practical situations where certain inequality restrictions on model parameters are more realistic. It will lead to Inequality Constrained Least Squares (ICLS) estimates if the method used is least squares. In this study ICLS estimation procedure is applied to many proposed small area estimates.

Support vector regression methodology for estimating global solar radiation in Algeria

NASA Astrophysics Data System (ADS)

Guermoui, Mawloud; Rabehi, Abdelaziz; Gairaa, Kacem; Benkaciali, Said

2018-01-01

Accurate estimation of Daily Global Solar Radiation (DGSR) has been a major goal for solar energy applications. In this paper we show the possibility of developing a simple model based on the Support Vector Regression (SVM-R), which could be used to estimate DGSR on the horizontal surface in Algeria based only on sunshine ratio as input. The SVM model has been developed and tested using a data set recorded over three years (2005-2007). The data was collected at the Applied Research Unit for Renewable Energies (URAER) in Ghardaïa city. The data collected between 2005-2006 are used to train the model while the 2007 data are used to test the performance of the selected model. The measured and the estimated values of DGSR were compared during the testing phase statistically using the Root Mean Square Error (RMSE), Relative Square Error (rRMSE), and correlation coefficient (r2), which amount to 1.59(MJ/m2), 8.46 and 97,4%, respectively. The obtained results show that the SVM-R is highly qualified for DGSR estimation using only sunshine ratio.

Genetic Algorithm for Initial Orbit Determination with Too Short Arc (Continued)

NASA Astrophysics Data System (ADS)

Li, X. R.; Wang, X.

2016-03-01

When using the genetic algorithm to solve the problem of too-short-arc (TSA) determination, due to the difference of computing processes between the genetic algorithm and classical method, the methods for outliers editing are no longer applicable. In the genetic algorithm, the robust estimation is acquired by means of using different loss functions in the fitness function, then the outlier problem of TSAs is solved. Compared with the classical method, the application of loss functions in the genetic algorithm is greatly simplified. Through the comparison of results of different loss functions, it is clear that the methods of least median square and least trimmed square can greatly improve the robustness of TSAs, and have a high breakdown point.

Adaptive Modal Identification for Flutter Suppression Control

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.; Drew, Michael; Swei, Sean S.

2016-01-01

In this paper, we will develop an adaptive modal identification method for identifying the frequencies and damping of a flutter mode based on model-reference adaptive control (MRAC) and least-squares methods. The least-squares parameter estimation will achieve parameter convergence in the presence of persistent excitation whereas the MRAC parameter estimation does not guarantee parameter convergence. Two adaptive flutter suppression control approaches are developed: one based on MRAC and the other based on the least-squares method. The MRAC flutter suppression control is designed as an integral part of the parameter estimation where the feedback signal is used to estimate the modal information. On the other hand, the separation principle of control and estimation is applied to the least-squares method. The least-squares modal identification is used to perform parameter estimation.

The Variance Normalization Method of Ridge Regression Analysis.

ERIC Educational Resources Information Center

Bulcock, J. W.; And Others

The testing of contemporary sociological theory often calls for the application of structural-equation models to data which are inherently collinear. It is shown that simple ridge regression, which is commonly used for controlling the instability of ordinary least squares regression estimates in ill-conditioned data sets, is not a legitimate…

Application of recursive approaches to differential orbit correction of near Earth asteroids

NASA Astrophysics Data System (ADS)

Dmitriev, Vasily; Lupovka, Valery; Gritsevich, Maria

2016-10-01

Comparison of three approaches to the differential orbit correction of celestial bodies was performed: batch least squares fitting, Kalman filter, and recursive least squares filter. The first two techniques are well known and widely used (Montenbruck, O. & Gill, E., 2000). The most attention is paid to the algorithm and details of program realization of recursive least squares filter. The filter's algorithm was derived based on recursive least squares technique that are widely used in data processing applications (Simon, D, 2006). Usage recursive least squares filter, makes possible to process a new set of observational data, without reprocessing data, which has been processed before. Specific feature of such approach is that number of observation in data set may be variable. This feature makes recursive least squares filter more flexible approach compare to batch least squares (process complete set of observations in each iteration) and Kalman filtering (suppose updating state vector on each epoch with measurements).Advantages of proposed approach are demonstrated by processing of real astrometric observations of near Earth asteroids. The case of 2008 TC3 was studied. 2008 TC3 was discovered just before its impact with Earth. There are a many closely spaced observations of 2008 TC3 on the interval between discovering and impact, which creates favorable conditions for usage of recursive approaches. Each of approaches has very similar precision in case of 2008 TC3. At the same time, recursive least squares approaches have much higher performance. Thus, this approach more favorable for orbit fitting of a celestial body, which was detected shortly before the collision or close approach to the Earth.This work was carried out at MIIGAiK and supported by the Russian Science Foundation, Project no. 14-22-00197.References:O. Montenbruck and E. Gill, "Satellite Orbits, Models, Methods and Applications," Springer-Verlag, 2000, pp. 1-369.D. Simon, "Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches",1 edition. Hoboken, N.J.: Wiley-Interscience, 2006.

Evaluation of fatty proportion in fatty liver using least squares method with constraints.

PubMed

Li, Xingsong; Deng, Yinhui; Yu, Jinhua; Wang, Yuanyuan; Shamdasani, Vijay

2014-01-01

Backscatter and attenuation parameters are not easily measured in clinical applications due to tissue inhomogeneity in the region of interest (ROI). A least squares method(LSM) that fits the echo signal power spectra from a ROI to a 3-parameter tissue model was used to get attenuation coefficient imaging in fatty liver. Since fat's attenuation value is higher than normal liver parenchyma, a reasonable threshold was chosen to evaluate the fatty proportion in fatty liver. Experimental results using clinical data of fatty liver illustrate that the least squares method can get accurate attenuation estimates. It is proved that the attenuation values have a positive correlation with the fatty proportion, which can be used to evaluate the syndrome of fatty liver.

A Simple Introduction to Moving Least Squares and Local Regression Estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Garimella, Rao Veerabhadra

In this brief note, a highly simpli ed introduction to esimating functions over a set of particles is presented. The note starts from Global Least Squares tting, going on to Moving Least Squares estimation (MLS) and nally, Local Regression Estimation (LRE).

Development of Jet Noise Power Spectral Laws Using SHJAR Data

NASA Technical Reports Server (NTRS)

Khavaran, Abbas; Bridges, James

2009-01-01

High quality jet noise spectral data measured at the Aeroacoustic Propulsion Laboratory at the NASA Glenn Research Center is used to examine a number of jet noise scaling laws. Configurations considered in the present study consist of convergent and convergent-divergent axisymmetric nozzles. Following the work of Viswanathan, velocity power factors are estimated using a least squares fit on spectral power density as a function of jet temperature and observer angle. The regression parameters are scrutinized for their uncertainty within the desired confidence margins. As an immediate application of the velocity power laws, spectral density in supersonic jets are decomposed into their respective components attributed to the jet mixing noise and broadband shock associated noise. Subsequent application of the least squares method on the shock power intensity shows that the latter also scales with some power of the shock parameter. A modified shock parameter is defined in order to reduce the dependency of the regression factors on the nozzle design point within the uncertainty margins of the least squares method.

An algebraic aspect of Pareto mixture parameter estimation using censored sample: A Bayesian approach.

PubMed

Saleem, Muhammad; Sharif, Kashif; Fahmi, Aliya

2018-04-27

Applications of Pareto distribution are common in reliability, survival and financial studies. In this paper, A Pareto mixture distribution is considered to model a heterogeneous population comprising of two subgroups. Each of two subgroups is characterized by the same functional form with unknown distinct shape and scale parameters. Bayes estimators have been derived using flat and conjugate priors using squared error loss function. Standard errors have also been derived for the Bayes estimators. An interesting feature of this study is the preparation of components of Fisher Information matrix.

Application of nonlinear least-squares regression to ground-water flow modeling, west-central Florida

USGS Publications Warehouse

Yobbi, D.K.

2000-01-01

A nonlinear least-squares regression technique for estimation of ground-water flow model parameters was applied to an existing model of the regional aquifer system underlying west-central Florida. The regression technique minimizes the differences between measured and simulated water levels. Regression statistics, including parameter sensitivities and correlations, were calculated for reported parameter values in the existing model. Optimal parameter values for selected hydrologic variables of interest are estimated by nonlinear regression. Optimal estimates of parameter values are about 140 times greater than and about 0.01 times less than reported values. Independently estimating all parameters by nonlinear regression was impossible, given the existing zonation structure and number of observations, because of parameter insensitivity and correlation. Although the model yields parameter values similar to those estimated by other methods and reproduces the measured water levels reasonably accurately, a simpler parameter structure should be considered. Some possible ways of improving model calibration are to: (1) modify the defined parameter-zonation structure by omitting and/or combining parameters to be estimated; (2) carefully eliminate observation data based on evidence that they are likely to be biased; (3) collect additional water-level data; (4) assign values to insensitive parameters, and (5) estimate the most sensitive parameters first, then, using the optimized values for these parameters, estimate the entire data set.

Variable is better than invariable: sparse VSS-NLMS algorithms with application to adaptive MIMO channel estimation.

PubMed

Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki

2014-01-01

Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics.

Variable Is Better Than Invariable: Sparse VSS-NLMS Algorithms with Application to Adaptive MIMO Channel Estimation

PubMed Central

Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki

2014-01-01

Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics. PMID:25089286

Estimation of selected seasonal streamflow statistics representative of 1930-2002 in West Virginia

USGS Publications Warehouse

Wiley, Jeffrey B.; Atkins, John T.

2010-01-01

Regional equations and procedures were developed for estimating seasonal 1-day 10-year, 7-day 10-year, and 30-day 5-year hydrologically based low-flow frequency values for unregulated streams in West Virginia. Regional equations and procedures also were developed for estimating the seasonal U.S. Environmental Protection Agency harmonic-mean flows and the 50-percent flow-duration values. The seasons were defined as winter (January 1-March 31), spring (April 1-June 30), summer (July 1-September 30), and fall (October 1-December 31). Regional equations were developed using ordinary least squares regression using statistics from 117 U.S. Geological Survey continuous streamgage stations as dependent variables and basin characteristics as independent variables. Equations for three regions in West Virginia-North, South-Central, and Eastern Panhandle Regions-were determined. Drainage area, average annual precipitation, and longitude of the basin centroid are significant independent variables in one or more of the equations. The average standard error of estimates for the equations ranged from 12.6 to 299 percent. Procedures developed to estimate the selected seasonal streamflow statistics in this study are applicable only to rural, unregulated streams within the boundaries of West Virginia that have independent variables within the limits of the stations used to develop the regional equations: drainage area from 16.3 to 1,516 square miles in the North Region, from 2.78 to 1,619 square miles in the South-Central Region, and from 8.83 to 3,041 square miles in the Eastern Panhandle Region; average annual precipitation from 42.3 to 61.4 inches in the South-Central Region and from 39.8 to 52.9 inches in the Eastern Panhandle Region; and longitude of the basin centroid from 79.618 to 82.023 decimal degrees in the North Region. All estimates of seasonal streamflow statistics are representative of the period from the 1930 to the 2002 climatic year.

Analysis of S-box in Image Encryption Using Root Mean Square Error Method

NASA Astrophysics Data System (ADS)

Hussain, Iqtadar; Shah, Tariq; Gondal, Muhammad Asif; Mahmood, Hasan

2012-07-01

The use of substitution boxes (S-boxes) in encryption applications has proven to be an effective nonlinear component in creating confusion and randomness. The S-box is evolving and many variants appear in literature, which include advanced encryption standard (AES) S-box, affine power affine (APA) S-box, Skipjack S-box, Gray S-box, Lui J S-box, residue prime number S-box, Xyi S-box, and S8 S-box. These S-boxes have algebraic and statistical properties which distinguish them from each other in terms of encryption strength. In some circumstances, the parameters from algebraic and statistical analysis yield results which do not provide clear evidence in distinguishing an S-box for an application to a particular set of data. In image encryption applications, the use of S-boxes needs special care because the visual analysis and perception of a viewer can sometimes identify artifacts embedded in the image. In addition to existing algebraic and statistical analysis already used for image encryption applications, we propose an application of root mean square error technique, which further elaborates the results and enables the analyst to vividly distinguish between the performances of various S-boxes. While the use of the root mean square error analysis in statistics has proven to be effective in determining the difference in original data and the processed data, its use in image encryption has shown promising results in estimating the strength of the encryption method. In this paper, we show the application of the root mean square error analysis to S-box image encryption. The parameters from this analysis are used in determining the strength of S-boxes

Estimation of liver T₂ in transfusion-related iron overload in patients with weighted least squares T₂ IDEAL.

PubMed

Vasanawala, Shreyas S; Yu, Huanzhou; Shimakawa, Ann; Jeng, Michael; Brittain, Jean H

2012-01-01

MRI imaging of hepatic iron overload can be achieved by estimating T(2) values using multiple-echo sequences. The purpose of this work is to develop and clinically evaluate a weighted least squares algorithm based on T(2) Iterative Decomposition of water and fat with Echo Asymmetry and Least-squares estimation (IDEAL) technique for volumetric estimation of hepatic T(2) in the setting of iron overload. The weighted least squares T(2) IDEAL technique improves T(2) estimation by automatically decreasing the impact of later, noise-dominated echoes. The technique was evaluated in 37 patients with iron overload. Each patient underwent (i) a standard 2D multiple-echo gradient echo sequence for T(2) assessment with nonlinear exponential fitting, and (ii) a 3D T(2) IDEAL technique, with and without a weighted least squares fit. Regression and Bland-Altman analysis demonstrated strong correlation between conventional 2D and T(2) IDEAL estimation. In cases of severe iron overload, T(2) IDEAL without weighted least squares reconstruction resulted in a relative overestimation of T(2) compared with weighted least squares. Copyright © 2011 Wiley-Liss, Inc.

An algorithm for propagating the square-root covariance matrix in triangular form

NASA Technical Reports Server (NTRS)

Tapley, B. D.; Choe, C. Y.

1976-01-01

A method for propagating the square root of the state error covariance matrix in lower triangular form is described. The algorithm can be combined with any triangular square-root measurement update algorithm to obtain a triangular square-root sequential estimation algorithm. The triangular square-root algorithm compares favorably with the conventional sequential estimation algorithm with regard to computation time.

The Impact of NIH Postdoctoral Training Grants on Scientific Productivity

PubMed Central

Jacob, Brian A.; Lefgren, Lars

2011-01-01

In this paper, we estimate the impact of receiving an NIH postdoctoral training grant on subsequent publications and citations. Our sample consists of all applications for NIH postdoctoral training grants (unsuccessful as well as successful) from 1980 to 2000. Both ordinary least squares and regression discontinuity estimates show that receipt of an NIH postdoctoral fellowship leads to about one additional publication over the next five years, which reflects a 20 percent increase in research productivity. PMID:21860538

The Impact of NIH Postdoctoral Training Grants on Scientific Productivity.

PubMed

Jacob, Brian A; Lefgren, Lars

2011-07-01

In this paper, we estimate the impact of receiving an NIH postdoctoral training grant on subsequent publications and citations. Our sample consists of all applications for NIH postdoctoral training grants (unsuccessful as well as successful) from 1980 to 2000. Both ordinary least squares and regression discontinuity estimates show that receipt of an NIH postdoctoral fellowship leads to about one additional publication over the next five years, which reflects a 20 percent increase in research productivity.

Mapping CHU9D Utility Scores from the PedsQLTM 4.0 SF-15.

PubMed

Mpundu-Kaambwa, Christine; Chen, Gang; Russo, Remo; Stevens, Katherine; Petersen, Karin Dam; Ratcliffe, Julie

2017-04-01

The Pediatric Quality of Life Inventory™ 4.0 Short Form 15 Generic Core Scales (hereafter the PedsQL) and the Child Health Utility-9 Dimensions (CHU9D) are two generic instruments designed to measure health-related quality of life in children and adolescents in the general population and paediatric patient groups living with specific health conditions. Although the PedsQL is widely used among paediatric patient populations, presently it is not possible to directly use the scores from the instrument to calculate quality-adjusted life-years (QALYs) for application in economic evaluation because it produces summary scores which are not preference-based. This paper examines different econometric mapping techniques for estimating CHU9D utility scores from the PedsQL for the purpose of calculating QALYs for cost-utility analysis. The PedsQL and the CHU9D were completed by a community sample of 755 Australian adolescents aged 15-17 years. Seven regression models were estimated: ordinary least squares estimator, generalised linear model, robust MM estimator, multivariate factorial polynomial estimator, beta-binomial estimator, finite mixture model and multinomial logistic model. The mean absolute error (MAE) and the mean squared error (MSE) were used to assess predictive ability of the models. The MM estimator with stepwise-selected PedsQL dimension scores as explanatory variables had the best predictive accuracy using MAE and the equivalent beta-binomial model had the best predictive accuracy using MSE. Our mapping algorithm facilitates the estimation of health-state utilities for use within economic evaluations where only PedsQL data is available and is suitable for use in community-based adolescents aged 15-17 years. Applicability of the algorithm in younger populations should be assessed in further research.

Least-squares sequential parameter and state estimation for large space structures

NASA Technical Reports Server (NTRS)

Thau, F. E.; Eliazov, T.; Montgomery, R. C.

1982-01-01

This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.

Spacecraft inertia estimation via constrained least squares

NASA Technical Reports Server (NTRS)

Keim, Jason A.; Acikmese, Behcet A.; Shields, Joel F.

2006-01-01

This paper presents a new formulation for spacecraft inertia estimation from test data. Specifically, the inertia estimation problem is formulated as a constrained least squares minimization problem with explicit bounds on the inertia matrix incorporated as LMIs [linear matrix inequalities). The resulting minimization problem is a semidefinite optimization that can be solved efficiently with guaranteed convergence to the global optimum by readily available algorithms. This method is applied to data collected from a robotic testbed consisting of a freely rotating body. The results show that the constrained least squares approach produces more accurate estimates of the inertia matrix than standard unconstrained least squares estimation methods.

Phase discrepancy induced from least squares wavefront reconstruction of wrapped phase measurements with high noise or large localized wavefront gradients

NASA Astrophysics Data System (ADS)

Steinbock, Michael J.; Hyde, Milo W.

2012-10-01

Adaptive optics is used in applications such as laser communication, remote sensing, and laser weapon systems to estimate and correct for atmospheric distortions of propagated light in real-time. Within an adaptive optics system, a reconstruction process interprets the raw wavefront sensor measurements and calculates an estimate for the unwrapped phase function to be sent through a control law and applied to a wavefront correction device. This research is focused on adaptive optics using a self-referencing interferometer wavefront sensor, which directly measures the wrapped wavefront phase. Therefore, its measurements must be reconstructed for use on a continuous facesheet deformable mirror. In testing and evaluating a novel class of branch-point- tolerant wavefront reconstructors based on the post-processing congruence operation technique, an increase in Strehl ratio compared to a traditional least squares reconstructor was noted even in non-scintillated fields. To investigate this further, this paper uses wave-optics simulations to eliminate many of the variables from a hardware adaptive optics system, so as to focus on the reconstruction techniques alone. The simulation results along with a discussion of the physical reasoning for this phenomenon are provided. For any applications using a self-referencing interferometer wavefront sensor with low signal levels or high localized wavefront gradients, understanding this phenomena is critical when applying a traditional least squares wavefront reconstructor.

An Empirical Model Building Criterion Based on Prediction with Applications in Parametric Cost Estimation.

DTIC Science & Technology

1980-08-01

varia- ble is denoted by 7, the total sum of squares of deviations from that mean is defined by n - SSTO - (-Y) (2.6) iul and the regression sum of...squares by SSR - SSTO - SSE (2.7) II 14 A selection criterion is a rule according to which a certain model out of the 2p possible models is labeled "best...dis- cussed next. 1. The R2 Criterion The coefficient of determination is defined by R2 . 1 - SSE/ SSTO . (2.8) It is clear that R is the proportion of

Comment on ‘A novel method for fast and robust estimation of fluorescence decay dynamics using constrained least-square deconvolution with Laguerre expansion’

NASA Astrophysics Data System (ADS)

Zhang, Yongliang; Day-Uei Li, David

2017-02-01

This comment is to clarify that Poisson noise instead of Gaussian noise shall be included to assess the performances of least-squares deconvolution with Laguerre expansion (LSD-LE) for analysing fluorescence lifetime imaging data obtained from time-resolved systems. Moreover, we also corrected an equation in the paper. As the LSD-LE method is rapid and has the potential to be widely applied not only for diagnostic but for wider bioimaging applications, it is desirable to have precise noise models and equations.

MIDAS robust trend estimator for accurate GPS station velocities without step detection

PubMed Central

Kreemer, Corné; Hammond, William C.; Gazeaux, Julien

2016-01-01

Abstract Automatic estimation of velocities from GPS coordinate time series is becoming required to cope with the exponentially increasing flood of available data, but problems detectable to the human eye are often overlooked. This motivates us to find an automatic and accurate estimator of trend that is resistant to common problems such as step discontinuities, outliers, seasonality, skewness, and heteroscedasticity. Developed here, Median Interannual Difference Adjusted for Skewness (MIDAS) is a variant of the Theil‐Sen median trend estimator, for which the ordinary version is the median of slopes vij = (xj–xi)/(tj–ti) computed between all data pairs i > j. For normally distributed data, Theil‐Sen and least squares trend estimates are statistically identical, but unlike least squares, Theil‐Sen is resistant to undetected data problems. To mitigate both seasonality and step discontinuities, MIDAS selects data pairs separated by 1 year. This condition is relaxed for time series with gaps so that all data are used. Slopes from data pairs spanning a step function produce one‐sided outliers that can bias the median. To reduce bias, MIDAS removes outliers and recomputes the median. MIDAS also computes a robust and realistic estimate of trend uncertainty. Statistical tests using GPS data in the rigid North American plate interior show ±0.23 mm/yr root‐mean‐square (RMS) accuracy in horizontal velocity. In blind tests using synthetic data, MIDAS velocities have an RMS accuracy of ±0.33 mm/yr horizontal, ±1.1 mm/yr up, with a 5th percentile range smaller than all 20 automatic estimators tested. Considering its general nature, MIDAS has the potential for broader application in the geosciences. PMID:27668140

MIDAS robust trend estimator for accurate GPS station velocities without step detection.

PubMed

Blewitt, Geoffrey; Kreemer, Corné; Hammond, William C; Gazeaux, Julien

2016-03-01

Automatic estimation of velocities from GPS coordinate time series is becoming required to cope with the exponentially increasing flood of available data, but problems detectable to the human eye are often overlooked. This motivates us to find an automatic and accurate estimator of trend that is resistant to common problems such as step discontinuities, outliers, seasonality, skewness, and heteroscedasticity. Developed here, Median Interannual Difference Adjusted for Skewness (MIDAS) is a variant of the Theil-Sen median trend estimator, for which the ordinary version is the median of slopes v ij  = ( x j -x i )/( t j -t i ) computed between all data pairs i  >  j . For normally distributed data, Theil-Sen and least squares trend estimates are statistically identical, but unlike least squares, Theil-Sen is resistant to undetected data problems. To mitigate both seasonality and step discontinuities, MIDAS selects data pairs separated by 1 year. This condition is relaxed for time series with gaps so that all data are used. Slopes from data pairs spanning a step function produce one-sided outliers that can bias the median. To reduce bias, MIDAS removes outliers and recomputes the median. MIDAS also computes a robust and realistic estimate of trend uncertainty. Statistical tests using GPS data in the rigid North American plate interior show ±0.23 mm/yr root-mean-square (RMS) accuracy in horizontal velocity. In blind tests using synthetic data, MIDAS velocities have an RMS accuracy of ±0.33 mm/yr horizontal, ±1.1 mm/yr up, with a 5th percentile range smaller than all 20 automatic estimators tested. Considering its general nature, MIDAS has the potential for broader application in the geosciences.

MIDAS robust trend estimator for accurate GPS station velocities without step detection

NASA Astrophysics Data System (ADS)

Blewitt, Geoffrey; Kreemer, Corné; Hammond, William C.; Gazeaux, Julien

2016-03-01

Automatic estimation of velocities from GPS coordinate time series is becoming required to cope with the exponentially increasing flood of available data, but problems detectable to the human eye are often overlooked. This motivates us to find an automatic and accurate estimator of trend that is resistant to common problems such as step discontinuities, outliers, seasonality, skewness, and heteroscedasticity. Developed here, Median Interannual Difference Adjusted for Skewness (MIDAS) is a variant of the Theil-Sen median trend estimator, for which the ordinary version is the median of slopes vij = (xj-xi)/(tj-ti) computed between all data pairs i > j. For normally distributed data, Theil-Sen and least squares trend estimates are statistically identical, but unlike least squares, Theil-Sen is resistant to undetected data problems. To mitigate both seasonality and step discontinuities, MIDAS selects data pairs separated by 1 year. This condition is relaxed for time series with gaps so that all data are used. Slopes from data pairs spanning a step function produce one-sided outliers that can bias the median. To reduce bias, MIDAS removes outliers and recomputes the median. MIDAS also computes a robust and realistic estimate of trend uncertainty. Statistical tests using GPS data in the rigid North American plate interior show ±0.23 mm/yr root-mean-square (RMS) accuracy in horizontal velocity. In blind tests using synthetic data, MIDAS velocities have an RMS accuracy of ±0.33 mm/yr horizontal, ±1.1 mm/yr up, with a 5th percentile range smaller than all 20 automatic estimators tested. Considering its general nature, MIDAS has the potential for broader application in the geosciences.

Diagnosing and dealing with multicollinearity.

PubMed

Schroeder, M A

1990-04-01

The purpose of this article was to increase nurse researchers' awareness of the effects of collinear data in developing theoretical models for nursing practice. Collinear data distort the true value of the estimates generated from ordinary least-squares analysis. Theoretical models developed to provide the underpinnings of nursing practice need not be abandoned, however, because they fail to produce consistent estimates over repeated applications. It is also important to realize that multicollinearity is a data problem, not a problem associated with misspecification of a theorectical model. An investigator must first be aware of the problem, and then it is possible to develop an educated solution based on the degree of multicollinearity, theoretical considerations, and sources of error associated with alternative, biased, least-square regression techniques. Decisions based on theoretical and statistical considerations will further the development of theory-based nursing practice.

Fast frequency acquisition via adaptive least squares algorithm

NASA Technical Reports Server (NTRS)

Kumar, R.

1986-01-01

A new least squares algorithm is proposed and investigated for fast frequency and phase acquisition of sinusoids in the presence of noise. This algorithm is a special case of more general, adaptive parameter-estimation techniques. The advantages of the algorithms are their conceptual simplicity, flexibility and applicability to general situations. For example, the frequency to be acquired can be time varying, and the noise can be nonGaussian, nonstationary and colored. As the proposed algorithm can be made recursive in the number of observations, it is not necessary to have a priori knowledge of the received signal-to-noise ratio or to specify the measurement time. This would be required for batch processing techniques, such as the fast Fourier transform (FFT). The proposed algorithm improves the frequency estimate on a recursive basis as more and more observations are obtained. When the algorithm is applied in real time, it has the extra advantage that the observations need not be stored. The algorithm also yields a real time confidence measure as to the accuracy of the estimator.

Bayesian generalized least squares regression with application to log Pearson type 3 regional skew estimation

NASA Astrophysics Data System (ADS)

Reis, D. S.; Stedinger, J. R.; Martins, E. S.

2005-10-01

This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.

Practical global oceanic state estimation

NASA Astrophysics Data System (ADS)

Wunsch, Carl; Heimbach, Patrick

2007-06-01

The problem of oceanographic state estimation, by means of an ocean general circulation model (GCM) and a multitude of observations, is described and contrasted with the meteorological process of data assimilation. In practice, all such methods reduce, on the computer, to forms of least-squares. The global oceanographic problem is at the present time focussed primarily on smoothing, rather than forecasting, and the data types are unlike meteorological ones. As formulated in the consortium Estimating the Circulation and Climate of the Ocean (ECCO), an automatic differentiation tool is used to calculate the so-called adjoint code of the GCM, and the method of Lagrange multipliers used to render the problem one of unconstrained least-squares minimization. Major problems today lie less with the numerical algorithms (least-squares problems can be solved by many means) than with the issues of data and model error. Results of ongoing calculations covering the period of the World Ocean Circulation Experiment, and including among other data, satellite altimetry from TOPEX/POSEIDON, Jason-1, ERS- 1/2, ENVISAT, and GFO, a global array of profiling floats from the Argo program, and satellite gravity data from the GRACE mission, suggest that the solutions are now useful for scientific purposes. Both methodology and applications are developing in a number of different directions.

Estimation of correlation functions by stochastic approximation.

NASA Technical Reports Server (NTRS)

Habibi, A.; Wintz, P. A.

1972-01-01

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

Robust Magnetotelluric Impedance Estimation

NASA Astrophysics Data System (ADS)

Sutarno, D.

2010-12-01

Robust magnetotelluric (MT) response function estimators are now in standard use by the induction community. Properly devised and applied, these have ability to reduce the influence of unusual data (outliers). The estimators always yield impedance estimates which are better than the conventional least square (LS) estimation because the `real' MT data almost never satisfy the statistical assumptions of Gaussian distribution and stationary upon which normal spectral analysis is based. This paper discuses the development and application of robust estimation procedures which can be classified as M-estimators to MT data. Starting with the description of the estimators, special attention is addressed to the recent development of a bounded-influence robust estimation, including utilization of the Hilbert Transform (HT) operation on causal MT impedance functions. The resulting robust performances are illustrated using synthetic as well as real MT data.

Retrieving air humidity, global solar radiation, and reference evapotranspiration from daily temperatures: development and validation of new methods for Mexico. Part I: humidity

NASA Astrophysics Data System (ADS)

Lobit, P.; López Pérez, L.; Lhomme, J. P.; Gómez Tagle, A.

2017-07-01

This study evaluates the dew point method (Allen et al. 1998) to estimate atmospheric vapor pressure from minimum temperature, and proposes an improved model to estimate it from maximum and minimum temperature. Both methods were evaluated on 786 weather stations in Mexico. The dew point method induced positive bias in dry areas but also negative bias in coastal areas, and its average root mean square error for all evaluated stations was 0.38 kPa. The improved model assumed a bi-linear relation between estimated vapor pressure deficit (difference between saturated vapor pressure at minimum and average temperature) and measured vapor pressure deficit. The parameters of these relations were estimated from historical annual median values of relative humidity. This model removed bias and allowed for a root mean square error of 0.31 kPa. When no historical measurements of relative humidity were available, empirical relations were proposed to estimate it from latitude and altitude, with only a slight degradation on the model accuracy (RMSE = 0.33 kPa, bias = -0.07 kPa). The applicability of the method to other environments is discussed.

Shrinkage estimation of effect sizes as an alternative to hypothesis testing followed by estimation in high-dimensional biology: applications to differential gene expression.

PubMed

Montazeri, Zahra; Yanofsky, Corey M; Bickel, David R

2010-01-01

Research on analyzing microarray data has focused on the problem of identifying differentially expressed genes to the neglect of the problem of how to integrate evidence that a gene is differentially expressed with information on the extent of its differential expression. Consequently, researchers currently prioritize genes for further study either on the basis of volcano plots or, more commonly, according to simple estimates of the fold change after filtering the genes with an arbitrary statistical significance threshold. While the subjective and informal nature of the former practice precludes quantification of its reliability, the latter practice is equivalent to using a hard-threshold estimator of the expression ratio that is not known to perform well in terms of mean-squared error, the sum of estimator variance and squared estimator bias. On the basis of two distinct simulation studies and data from different microarray studies, we systematically compared the performance of several estimators representing both current practice and shrinkage. We find that the threshold-based estimators usually perform worse than the maximum-likelihood estimator (MLE) and they often perform far worse as quantified by estimated mean-squared risk. By contrast, the shrinkage estimators tend to perform as well as or better than the MLE and never much worse than the MLE, as expected from what is known about shrinkage. However, a Bayesian measure of performance based on the prior information that few genes are differentially expressed indicates that hard-threshold estimators perform about as well as the local false discovery rate (FDR), the best of the shrinkage estimators studied. Based on the ability of the latter to leverage information across genes, we conclude that the use of the local-FDR estimator of the fold change instead of informal or threshold-based combinations of statistical tests and non-shrinkage estimators can be expected to substantially improve the reliability of gene prioritization at very little risk of doing so less reliably. Since the proposed replacement of post-selection estimates with shrunken estimates applies as well to other types of high-dimensional data, it could also improve the analysis of SNP data from genome-wide association studies.

An Application of the H-Function to Curve-Fitting and Density Estimation.

DTIC Science & Technology

1983-12-01

equations into a model that is linear in its coefficients. Nonlinear least squares estimation is a relatively new area developed to accomodate models which...to converge on a solution (10:9-10). For the simple linear model and when general assump- tions are made, the Gauss-Markov theorem states that the...distribution. For example, if the analyst wants to model the time between arrivals to a queue for a computer simulation, he infers the true probability

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L. (Inventor); Garg, Sanjay (Inventor)

2013-01-01

A methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

Optimal estimation of large structure model errors. [in Space Shuttle controller design

NASA Technical Reports Server (NTRS)

Rodriguez, G.

1979-01-01

In-flight estimation of large structure model errors is usually required as a means of detecting inevitable deficiencies in large structure controller/estimator models. The present paper deals with a least-squares formulation which seeks to minimize a quadratic functional of the model errors. The properties of these error estimates are analyzed. It is shown that an arbitrary model error can be decomposed as the sum of two components that are orthogonal in a suitably defined function space. Relations between true and estimated errors are defined. The estimates are found to be approximations that retain many of the significant dynamics of the true model errors. Current efforts are directed toward application of the analytical results to a reference large structure model.

Validation of Core Temperature Estimation Algorithm

DTIC Science & Technology

2016-01-29

plot of observed versus estimated core temperature with the line of identity (dashed) and the least squares regression line (solid) and line equation...estimated PSI with the line of identity (dashed) and the least squares regression line (solid) and line equation in the top left corner. (b) Bland...for comparison. The root mean squared error (RMSE) was also computed, as given by Equation 2.

Ultrasonic tracking of shear waves using a particle filter.

PubMed

Ingle, Atul N; Ma, Chi; Varghese, Tomy

2015-11-01

This paper discusses an application of particle filtering for estimating shear wave velocity in tissue using ultrasound elastography data. Shear wave velocity estimates are of significant clinical value as they help differentiate stiffer areas from softer areas which is an indicator of potential pathology. Radio-frequency ultrasound echo signals are used for tracking axial displacements and obtaining the time-to-peak displacement at different lateral locations. These time-to-peak data are usually very noisy and cannot be used directly for computing velocity. In this paper, the denoising problem is tackled using a hidden Markov model with the hidden states being the unknown (noiseless) time-to-peak values. A particle filter is then used for smoothing out the time-to-peak curve to obtain a fit that is optimal in a minimum mean squared error sense. Simulation results from synthetic data and finite element modeling suggest that the particle filter provides lower mean squared reconstruction error with smaller variance as compared to standard filtering methods, while preserving sharp boundary detail. Results from phantom experiments show that the shear wave velocity estimates in the stiff regions of the phantoms were within 20% of those obtained from a commercial ultrasound scanner and agree with estimates obtained using a standard method using least-squares fit. Estimates of area obtained from the particle filtered shear wave velocity maps were within 10% of those obtained from B-mode ultrasound images. The particle filtering approach can be used for producing visually appealing SWV reconstructions by effectively delineating various areas of the phantom with good image quality properties comparable to existing techniques.

Robust estimation of thermodynamic parameters (ΔH, ΔS and ΔCp) for prediction of retention time in gas chromatography - Part II (Application).

PubMed

Claumann, Carlos Alberto; Wüst Zibetti, André; Bolzan, Ariovaldo; Machado, Ricardo A F; Pinto, Leonel Teixeira

2015-12-18

For this work, an analysis of parameter estimation for the retention factor in GC model was performed, considering two different criteria: sum of square error, and maximum error in absolute value; relevant statistics are described for each case. The main contribution of this work is the implementation of an initialization scheme (specialized) for the estimated parameters, which features fast convergence (low computational time) and is based on knowledge of the surface of the error criterion. In an application to a series of alkanes, specialized initialization resulted in significant reduction to the number of evaluations of the objective function (reducing computational time) in the parameter estimation. The obtained reduction happened between one and two orders of magnitude, compared with the simple random initialization. Copyright © 2015 Elsevier B.V. All rights reserved.

Delay estimation in digital correlation interferometers with special consideration of the MK 2 system of the Max-Planck Institute of Radio Astronomy

NASA Astrophysics Data System (ADS)

Beyer, W. K. G.

The estimation accuracy of the group delay measured in a single video frequency band was analyzed as a function of the system bandwidth and the signal to noise ratio. Very long base interferometry (VLBI) measurements from geodetic experiments were used to check the geodetic applicability of the Mark 2 evaluation system. The geodetic observation quantities and the correlation geometry are introduced. The data flow in the VLBI experiment, the correlation analysis, the analyses and evaluation in the MK2 system, and the delay estimation procedure following the least squares method are presented. It is shown that the MK2 system is no longer up to date for geodetic applications. The superiority of the developed estimation method with respect to the interpolation algorithm is demonstrated. The numerical investigations show the deleterious influence of the distorting bit shift effects.

Employment and the Risk of Domestic Abuse among Low-Income Women

ERIC Educational Resources Information Center

Gibson-Davis, Christina M.; Magnuson, Katherine; Gennetian, Lisa A.; Duncan, Greg J.

2005-01-01

This paper uses data from 2 randomized evaluations of welfare-to-work programs--the Minnesota Family Investment Program and the National Evaluation of Welfare-to-Work Strategies--to estimate the effect of employment on domestic abuse among low-income single mothers. Unique to our analysis is the application of a 2-stage least squares method, in…

Workshop on Functional and Structural Relationships and Factor Analysis (1983). Summary of Research Interests of Participants.

DTIC Science & Technology

1983-01-01

J. Amer. Statist. Assoc. 75, 687-692. Dahm, P. F., Helton, B. and Fuller, W. A. (1983), Generalized least squares estimation of the genotypic ...with applications to -"insect development times". Austral. J. Statist. 23, 204-213. [2] Angus , J.F., R. Morton and C. Schafer. (1981). "Phasic

Application of the coherent anomaly method to percolation

NASA Astrophysics Data System (ADS)

Takayasu, Misako; Takayasu, Hideki

1988-03-01

Applying the coherent anomaly method (CAM) to site percolation problems, we estimate the percolation threshold pc and critical exponents. We obtain pc=0.589, β=0.140, γ=2.426 on the two-dimensional square lattice. These values are in good agreement with the values already known. We also investigate higher-dimensional cases by this method.

Application of the Coherent Anomaly Method to Percolation

NASA Astrophysics Data System (ADS)

Takayasu, Misako; Takayasu, Hideki

Applying the coherent anomaly method (CAM) to site percolation problems, we estimate the percolation threshold ϱc and critical exponents. We obtain pc = 0.589, Β=0.140, Γ = 2.426 on the two-dimensional square lattice. These values are in good agreement with the values already known. We also investigate higher-dimensional cases by this method.

A generalised optimal linear quadratic tracker with universal applications. Part 2: discrete-time systems

NASA Astrophysics Data System (ADS)

Ebrahimzadeh, Faezeh; Tsai, Jason Sheng-Hong; Chung, Min-Ching; Liao, Ying Ting; Guo, Shu-Mei; Shieh, Leang-San; Wang, Li

2017-01-01

Contrastive to Part 1, Part 2 presents a generalised optimal linear quadratic digital tracker (LQDT) with universal applications for the discrete-time (DT) systems. This includes (1) a generalised optimal LQDT design for the system with the pre-specified trajectories of the output and the control input and additionally with both the input-to-output direct-feedthrough term and known/estimated system disturbances or extra input/output signals; (2) a new optimal filter-shaped proportional plus integral state-feedback LQDT design for non-square non-minimum phase DT systems to achieve a minimum-phase-like tracking performance; (3) a new approach for computing the control zeros of the given non-square DT systems; and (4) a one-learning-epoch input-constrained iterative learning LQDT design for the repetitive DT systems.

Estimating current and future streamflow characteristics at ungaged sites, central and eastern Montana, with application to evaluating effects of climate change on fish populations

USGS Publications Warehouse

Sando, Roy; Chase, Katherine J.

2017-03-23

A common statistical procedure for estimating streamflow statistics at ungaged locations is to develop a relational model between streamflow and drainage basin characteristics at gaged locations using least squares regression analysis; however, least squares regression methods are parametric and make constraining assumptions about the data distribution. The random forest regression method provides an alternative nonparametric method for estimating streamflow characteristics at ungaged sites and requires that the data meet fewer statistical conditions than least squares regression methods.Random forest regression analysis was used to develop predictive models for 89 streamflow characteristics using Precipitation-Runoff Modeling System simulated streamflow data and drainage basin characteristics at 179 sites in central and eastern Montana. The predictive models were developed from streamflow data simulated for current (baseline, water years 1982–99) conditions and three future periods (water years 2021–38, 2046–63, and 2071–88) under three different climate-change scenarios. These predictive models were then used to predict streamflow characteristics for baseline conditions and three future periods at 1,707 fish sampling sites in central and eastern Montana. The average root mean square error for all predictive models was about 50 percent. When streamflow predictions at 23 fish sampling sites were compared to nearby locations with simulated data, the mean relative percent difference was about 43 percent. When predictions were compared to streamflow data recorded at 21 U.S. Geological Survey streamflow-gaging stations outside of the calibration basins, the average mean absolute percent error was about 73 percent.

On roots and squares - estimation, intuition and creativity

NASA Astrophysics Data System (ADS)

Patkin, Dorit; Gazit, Avikam

2013-12-01

The paper presents findings of a small scale study of a few items related to problem solving with squares and roots, for different teacher groups (pre-service and in-service mathematics teachers: elementary and junior high school). The research participants were asked to explain what would be the units digit of a natural number to be squared in order to obtain a certain units digit as a result. They were also asked to formulate a rule - an algorithm for calculating the square of a 2-digit number which is a multiple of 5. Based on this knowledge and estimation capability, they were required to find, without using calculators, the square roots of given natural numbers. The findings show that most of the participants had only partial intuition regarding the units' digit of a number which is squared when the units' digit of the square is known. At the same time, the participants manifested some evidence of creativity and flow of ideas in identifying the rule for calculating the square of a natural number whose units digit is 5. However, when asked to identify, by means of estimation and based on knowledge from previous items, the square roots of three natural numbers, only few of them managed to find the three roots by estimation.

[Locally weighted least squares estimation of DPOAE evoked by continuously sweeping primaries].

PubMed

Han, Xiaoli; Fu, Xinxing; Cui, Jie; Xiao, Ling

2013-12-01

Distortion product otoacoustic emission (DPOAE) signal can be used for diagnosis of hearing loss so that it has an important clinical value. Continuously using sweeping primaries to measure DPOAE provides an efficient tool to record DPOAE data rapidly when DPOAE is measured in a large frequency range. In this paper, locally weighted least squares estimation (LWLSE) of 2f1-f2 DPOAE is presented based on least-squares-fit (LSF) algorithm, in which DPOAE is evoked by continuously sweeping tones. In our study, we used a weighted error function as the loss function and the weighting matrixes in the local sense to obtain a smaller estimated variance. Firstly, ordinary least squares estimation of the DPOAE parameters was obtained. Then the error vectors were grouped and the different local weighting matrixes were calculated in each group. And finally, the parameters of the DPOAE signal were estimated based on least squares estimation principle using the local weighting matrixes. The simulation results showed that the estimate variance and fluctuation errors were reduced, so the method estimates DPOAE and stimuli more accurately and stably, which facilitates extraction of clearer DPOAE fine structure.

Dynamical Analysis of an SEIT Epidemic Model with Application to Ebola Virus Transmission in Guinea.

PubMed

Li, Zhiming; Teng, Zhidong; Feng, Xiaomei; Li, Yingke; Zhang, Huiguo

2015-01-01

In order to investigate the transmission mechanism of the infectious individual with Ebola virus, we establish an SEIT (susceptible, exposed in the latent period, infectious, and treated/recovery) epidemic model. The basic reproduction number is defined. The mathematical analysis on the existence and stability of the disease-free equilibrium and endemic equilibrium is given. As the applications of the model, we use the recognized infectious and death cases in Guinea to estimate parameters of the model by the least square method. With suitable parameter values, we obtain the estimated value of the basic reproduction number and analyze the sensitivity and uncertainty property by partial rank correlation coefficients.

Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy

A constrained robust least squares approach for contaminant release history identification

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Painter, Scott L.; Wittmeyer, Gordon W.

2006-04-01

Contaminant source identification is an important type of inverse problem in groundwater modeling and is subject to both data and model uncertainty. Model uncertainty was rarely considered in the previous studies. In this work, a robust framework for solving contaminant source recovery problems is introduced. The contaminant source identification problem is first cast into one of solving uncertain linear equations, where the response matrix is constructed using a superposition technique. The formulation presented here is general and is applicable to any porous media flow and transport solvers. The robust least squares (RLS) estimator, which originated in the field of robust identification, directly accounts for errors arising from model uncertainty and has been shown to significantly reduce the sensitivity of the optimal solution to perturbations in model and data. In this work, a new variant of RLS, the constrained robust least squares (CRLS), is formulated for solving uncertain linear equations. CRLS allows for additional constraints, such as nonnegativity, to be imposed. The performance of CRLS is demonstrated through one- and two-dimensional test problems. When the system is ill-conditioned and uncertain, it is found that CRLS gave much better performance than its classical counterpart, the nonnegative least squares. The source identification framework developed in this work thus constitutes a reliable tool for recovering source release histories in real applications.

Design of polynomial fuzzy observer-controller for nonlinear systems with state delay: sum of squares approach

NASA Astrophysics Data System (ADS)

Gassara, H.; El Hajjaji, A.; Chaabane, M.

2017-07-01

This paper investigates the problem of observer-based control for two classes of polynomial fuzzy systems with time-varying delay. The first class concerns a special case where the polynomial matrices do not depend on the estimated state variables. The second one is the general case where the polynomial matrices could depend on unmeasurable system states that will be estimated. For the last case, two design procedures are proposed. The first one gives the polynomial fuzzy controller and observer gains in two steps. In the second procedure, the designed gains are obtained using a single-step approach to overcome the drawback of a two-step procedure. The obtained conditions are presented in terms of sum of squares (SOS) which can be solved via the SOSTOOLS and a semi-definite program solver. Illustrative examples show the validity and applicability of the proposed results.

Signal-to-noise ratio estimation in digital computer simulation of lowpass and bandpass systems with applications to analog and digital communications, volume 3

NASA Technical Reports Server (NTRS)

Tranter, W. H.; Turner, M. D.

1977-01-01

Techniques are developed to estimate power gain, delay, signal-to-noise ratio, and mean square error in digital computer simulations of lowpass and bandpass systems. The techniques are applied to analog and digital communications. The signal-to-noise ratio estimates are shown to be maximum likelihood estimates in additive white Gaussian noise. The methods are seen to be especially useful for digital communication systems where the mapping from the signal-to-noise ratio to the error probability can be obtained. Simulation results show the techniques developed to be accurate and quite versatile in evaluating the performance of many systems through digital computer simulation.

Estimation of Renyi exponents in random cascades

USGS Publications Warehouse

Troutman, Brent M.; Vecchia, Aldo V.

1999-01-01

We consider statistical estimation of the Re??nyi exponent ??(h), which characterizes the scaling behaviour of a singular measure ?? defined on a subset of Rd. The Re??nyi exponent is defined to be lim?????0 [{log M??(h)}/(-log ??)], assuming that this limit exists, where M??(h) = ??i??h(??i) and, for ??>0, {??i} are the cubes of a ??-coordinate mesh that intersect the support of ??. In particular, we demonstrate asymptotic normality of the least-squares estimator of ??(h) when the measure ?? is generated by a particular class of multiplicative random cascades, a result which allows construction of interval estimates and application of hypothesis tests for this scaling exponent. Simulation results illustrating this asymptotic normality are presented. ?? 1999 ISI/BS.

A generalized least squares regression approach for computing effect sizes in single-case research: application examples.

PubMed

Maggin, Daniel M; Swaminathan, Hariharan; Rogers, Helen J; O'Keeffe, Breda V; Sugai, George; Horner, Robert H

2011-06-01

A new method for deriving effect sizes from single-case designs is proposed. The strategy is applicable to small-sample time-series data with autoregressive errors. The method uses Generalized Least Squares (GLS) to model the autocorrelation of the data and estimate regression parameters to produce an effect size that represents the magnitude of treatment effect from baseline to treatment phases in standard deviation units. In this paper, the method is applied to two published examples using common single case designs (i.e., withdrawal and multiple-baseline). The results from these studies are described, and the method is compared to ten desirable criteria for single-case effect sizes. Based on the results of this application, we conclude with observations about the use of GLS as a support to visual analysis, provide recommendations for future research, and describe implications for practice. Copyright © 2011 Society for the Study of School Psychology. Published by Elsevier Ltd. All rights reserved.

Estimators of The Magnitude-Squared Spectrum and Methods for Incorporating SNR Uncertainty

PubMed Central

Lu, Yang; Loizou, Philipos C.

2011-01-01

Statistical estimators of the magnitude-squared spectrum are derived based on the assumption that the magnitude-squared spectrum of the noisy speech signal can be computed as the sum of the (clean) signal and noise magnitude-squared spectra. Maximum a posterior (MAP) and minimum mean square error (MMSE) estimators are derived based on a Gaussian statistical model. The gain function of the MAP estimator was found to be identical to the gain function used in the ideal binary mask (IdBM) that is widely used in computational auditory scene analysis (CASA). As such, it was binary and assumed the value of 1 if the local SNR exceeded 0 dB, and assumed the value of 0 otherwise. By modeling the local instantaneous SNR as an F-distributed random variable, soft masking methods were derived incorporating SNR uncertainty. The soft masking method, in particular, which weighted the noisy magnitude-squared spectrum by the a priori probability that the local SNR exceeds 0 dB was shown to be identical to the Wiener gain function. Results indicated that the proposed estimators yielded significantly better speech quality than the conventional MMSE spectral power estimators, in terms of yielding lower residual noise and lower speech distortion. PMID:21886543

Application of an Optimal Tuner Selection Approach for On-Board Self-Tuning Engine Models

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Armstrong, Jeffrey B.; Garg, Sanjay

2012-01-01

An enhanced design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented in this paper. It specific-ally addresses the under-determined estimation problem, in which there are more unknown parameters than available sensor measurements. This work builds upon an existing technique for systematically selecting a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. While the existing technique was optimized for open-loop engine operation at a fixed design point, in this paper an alternative formulation is presented that enables the technique to be optimized for an engine operating under closed-loop control throughout the flight envelope. The theoretical Kalman filter mean squared estimation error at a steady-state closed-loop operating point is derived, and the tuner selection approach applied to minimize this error is discussed. A technique for constructing a globally optimal tuning parameter vector, which enables full-envelope application of the technology, is also presented, along with design steps for adjusting the dynamic response of the Kalman filter state estimates. Results from the application of the technique to linear and nonlinear aircraft engine simulations are presented and compared to the conventional approach of tuner selection. The new methodology is shown to yield a significant improvement in on-line Kalman filter estimation accuracy.

Fast maximum likelihood estimation of mutation rates using a birth-death process.

PubMed

Wu, Xiaowei; Zhu, Hongxiao

2015-02-07

Since fluctuation analysis was first introduced by Luria and Delbrück in 1943, it has been widely used to make inference about spontaneous mutation rates in cultured cells. Under certain model assumptions, the probability distribution of the number of mutants that appear in a fluctuation experiment can be derived explicitly, which provides the basis of mutation rate estimation. It has been shown that, among various existing estimators, the maximum likelihood estimator usually demonstrates some desirable properties such as consistency and lower mean squared error. However, its application in real experimental data is often hindered by slow computation of likelihood due to the recursive form of the mutant-count distribution. We propose a fast maximum likelihood estimator of mutation rates, MLE-BD, based on a birth-death process model with non-differential growth assumption. Simulation studies demonstrate that, compared with the conventional maximum likelihood estimator derived from the Luria-Delbrück distribution, MLE-BD achieves substantial improvement on computational speed and is applicable to arbitrarily large number of mutants. In addition, it still retains good accuracy on point estimation. Published by Elsevier Ltd.

Ginzburg-Landau theory for the solid-liquid interface of bcc elements. II - Application to the classical one-component plasma, the Wigner crystal, and He-4

NASA Technical Reports Server (NTRS)

Zeng, X. C.; Stroud, D.

1989-01-01

The previously developed Ginzburg-Landau theory for calculating the crystal-melt interfacial tension of bcc elements to treat the classical one-component plasma (OCP), the charged fermion system, and the Bose crystal. For the OCP, a direct application of the theory of Shih et al. (1987) yields for the surface tension 0.0012(Z-squared e-squared/a-cubed), where Ze is the ionic charge and a is the radius of the ionic sphere. Bose crystal-melt interface is treated by a quantum extension of the classical density-functional theory, using the Feynman formalism to estimate the relevant correlation functions. The theory is applied to the metastable He-4 solid-superfluid interface at T = 0, with a resulting surface tension of 0.085 erg/sq cm, in reasonable agreement with the value extrapolated from the measured surface tension of the bcc solid in the range 1.46-1.76 K. These results suggest that the density-functional approach is a satisfactory mean-field theory for estimating the equilibrium properties of liquid-solid interfaces, given knowledge of the uniform phases.

Laboratory for Engineering Man/Machine Systems (LEMS): System identification, model reduction and deconvolution filtering using Fourier based modulating signals and high order statistics

NASA Technical Reports Server (NTRS)

Pan, Jianqiang

1992-01-01

Several important problems in the fields of signal processing and model identification, such as system structure identification, frequency response determination, high order model reduction, high resolution frequency analysis, deconvolution filtering, and etc. Each of these topics involves a wide range of applications and has received considerable attention. Using the Fourier based sinusoidal modulating signals, it is shown that a discrete autoregressive model can be constructed for the least squares identification of continuous systems. Some identification algorithms are presented for both SISO and MIMO systems frequency response determination using only transient data. Also, several new schemes for model reduction were developed. Based upon the complex sinusoidal modulating signals, a parametric least squares algorithm for high resolution frequency estimation is proposed. Numerical examples show that the proposed algorithm gives better performance than the usual. Also, the problem was studied of deconvolution and parameter identification of a general noncausal nonminimum phase ARMA system driven by non-Gaussian stationary random processes. Algorithms are introduced for inverse cumulant estimation, both in the frequency domain via the FFT algorithms and in the domain via the least squares algorithm.

Multicategory Composite Least Squares Classifiers

PubMed Central

Park, Seo Young; Liu, Yufeng; Liu, Dacheng; Scholl, Paul

2010-01-01

Classification is a very useful statistical tool for information extraction. In particular, multicategory classification is commonly seen in various applications. Although binary classification problems are heavily studied, extensions to the multicategory case are much less so. In view of the increased complexity and volume of modern statistical problems, it is desirable to have multicategory classifiers that are able to handle problems with high dimensions and with a large number of classes. Moreover, it is necessary to have sound theoretical properties for the multicategory classifiers. In the literature, there exist several different versions of simultaneous multicategory Support Vector Machines (SVMs). However, the computation of the SVM can be difficult for large scale problems, especially for problems with large number of classes. Furthermore, the SVM cannot produce class probability estimation directly. In this article, we propose a novel efficient multicategory composite least squares classifier (CLS classifier), which utilizes a new composite squared loss function. The proposed CLS classifier has several important merits: efficient computation for problems with large number of classes, asymptotic consistency, ability to handle high dimensional data, and simple conditional class probability estimation. Our simulated and real examples demonstrate competitive performance of the proposed approach. PMID:21218128

A unifying theoretical and algorithmic framework for least squares methods of estimation in diffusion tensor imaging.

PubMed

Koay, Cheng Guan; Chang, Lin-Ching; Carew, John D; Pierpaoli, Carlo; Basser, Peter J

2006-09-01

A unifying theoretical and algorithmic framework for diffusion tensor estimation is presented. Theoretical connections among the least squares (LS) methods, (linear least squares (LLS), weighted linear least squares (WLLS), nonlinear least squares (NLS) and their constrained counterparts), are established through their respective objective functions, and higher order derivatives of these objective functions, i.e., Hessian matrices. These theoretical connections provide new insights in designing efficient algorithms for NLS and constrained NLS (CNLS) estimation. Here, we propose novel algorithms of full Newton-type for the NLS and CNLS estimations, which are evaluated with Monte Carlo simulations and compared with the commonly used Levenberg-Marquardt method. The proposed methods have a lower percent of relative error in estimating the trace and lower reduced chi2 value than those of the Levenberg-Marquardt method. These results also demonstrate that the accuracy of an estimate, particularly in a nonlinear estimation problem, is greatly affected by the Hessian matrix. In other words, the accuracy of a nonlinear estimation is algorithm-dependent. Further, this study shows that the noise variance in diffusion weighted signals is orientation dependent when signal-to-noise ratio (SNR) is low (

Determining Sample Size for Accurate Estimation of the Squared Multiple Correlation Coefficient.

ERIC Educational Resources Information Center

Algina, James; Olejnik, Stephen

2000-01-01

Discusses determining sample size for estimation of the squared multiple correlation coefficient and presents regression equations that permit determination of the sample size for estimating this parameter for up to 20 predictor variables. (SLD)

Inference regarding multiple structural changes in linear models with endogenous regressors☆

PubMed Central

Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia

2012-01-01

This paper considers the linear model with endogenous regressors and multiple changes in the parameters at unknown times. It is shown that minimization of a Generalized Method of Moments criterion yields inconsistent estimators of the break fractions, but minimization of the Two Stage Least Squares (2SLS) criterion yields consistent estimators of these parameters. We develop a methodology for estimation and inference of the parameters of the model based on 2SLS. The analysis covers the cases where the reduced form is either stable or unstable. The methodology is illustrated via an application to the New Keynesian Phillips Curve for the US. PMID:23805021

An Alternative Two Stage Least Squares (2SLS) Estimator for Latent Variable Equations.

ERIC Educational Resources Information Center

Bollen, Kenneth A.

1996-01-01

An alternative two-stage least squares (2SLS) estimator of the parameters in LISREL type models is proposed and contrasted with existing estimators. The new 2SLS estimator allows observed and latent variables to originate from nonnormal distributions, is consistent, has a known asymptotic covariance matrix, and can be estimated with standard…

Distributed least-squares estimation of a remote chemical source via convex combination in wireless sensor networks.

PubMed

Cao, Meng-Li; Meng, Qing-Hao; Zeng, Ming; Sun, Biao; Li, Wei; Ding, Cheng-Jun

2014-06-27

This paper investigates the problem of locating a continuous chemical source using the concentration measurements provided by a wireless sensor network (WSN). Such a problem exists in various applications: eliminating explosives or drugs, detecting the leakage of noxious chemicals, etc. The limited power and bandwidth of WSNs have motivated collaborative in-network processing which is the focus of this paper. We propose a novel distributed least-squares estimation (DLSE) method to solve the chemical source localization (CSL) problem using a WSN. The DLSE method is realized by iteratively conducting convex combination of the locally estimated chemical source locations in a distributed manner. Performance assessments of our method are conducted using both simulations and real experiments. In the experiments, we propose a fitting method to identify both the release rate and the eddy diffusivity. The results show that the proposed DLSE method can overcome the negative interference of local minima and saddle points of the objective function, which would hinder the convergence of local search methods, especially in the case of locating a remote chemical source.

Estimation of the daily global solar radiation based on the Gaussian process regression methodology in the Saharan climate

NASA Astrophysics Data System (ADS)

Guermoui, Mawloud; Gairaa, Kacem; Rabehi, Abdelaziz; Djafer, Djelloul; Benkaciali, Said

2018-06-01

Accurate estimation of solar radiation is the major concern in renewable energy applications. Over the past few years, a lot of machine learning paradigms have been proposed in order to improve the estimation performances, mostly based on artificial neural networks, fuzzy logic, support vector machine and adaptive neuro-fuzzy inference system. The aim of this work is the prediction of the daily global solar radiation, received on a horizontal surface through the Gaussian process regression (GPR) methodology. A case study of Ghardaïa region (Algeria) has been used in order to validate the above methodology. In fact, several combinations have been tested; it was found that, GPR-model based on sunshine duration, minimum air temperature and relative humidity gives the best results in term of mean absolute bias error (MBE), root mean square error (RMSE), relative mean square error (rRMSE), and correlation coefficient ( r) . The obtained values of these indicators are 0.67 MJ/m2, 1.15 MJ/m2, 5.2%, and 98.42%, respectively.

A note on implementation of decaying product correlation structures for quasi-least squares.

PubMed

Shults, Justine; Guerra, Matthew W

2014-08-30

This note implements an unstructured decaying product matrix via the quasi-least squares approach for estimation of the correlation parameters in the framework of generalized estimating equations. The structure we consider is fairly general without requiring the large number of parameters that are involved in a fully unstructured matrix. It is straightforward to show that the quasi-least squares estimators of the correlation parameters yield feasible values for the unstructured decaying product structure. Furthermore, subject to conditions that are easily checked, the quasi-least squares estimators are valid for longitudinal Bernoulli data. We demonstrate implementation of the structure in a longitudinal clinical trial with both a continuous and binary outcome variable. Copyright © 2014 John Wiley & Sons, Ltd.

Ultrasonic tracking of shear waves using a particle filter

PubMed Central

Ingle, Atul N.; Ma, Chi; Varghese, Tomy

2015-01-01

Purpose: This paper discusses an application of particle filtering for estimating shear wave velocity in tissue using ultrasound elastography data. Shear wave velocity estimates are of significant clinical value as they help differentiate stiffer areas from softer areas which is an indicator of potential pathology. Methods: Radio-frequency ultrasound echo signals are used for tracking axial displacements and obtaining the time-to-peak displacement at different lateral locations. These time-to-peak data are usually very noisy and cannot be used directly for computing velocity. In this paper, the denoising problem is tackled using a hidden Markov model with the hidden states being the unknown (noiseless) time-to-peak values. A particle filter is then used for smoothing out the time-to-peak curve to obtain a fit that is optimal in a minimum mean squared error sense. Results: Simulation results from synthetic data and finite element modeling suggest that the particle filter provides lower mean squared reconstruction error with smaller variance as compared to standard filtering methods, while preserving sharp boundary detail. Results from phantom experiments show that the shear wave velocity estimates in the stiff regions of the phantoms were within 20% of those obtained from a commercial ultrasound scanner and agree with estimates obtained using a standard method using least-squares fit. Estimates of area obtained from the particle filtered shear wave velocity maps were within 10% of those obtained from B-mode ultrasound images. Conclusions: The particle filtering approach can be used for producing visually appealing SWV reconstructions by effectively delineating various areas of the phantom with good image quality properties comparable to existing techniques. PMID:26520761

Methods for estimating the magnitude and frequency of floods for urban and small, rural streams in Georgia, South Carolina, and North Carolina, 2011

USGS Publications Warehouse

Feaster, Toby D.; Gotvald, Anthony J.; Weaver, J. Curtis

2014-01-01

Reliable estimates of the magnitude and frequency of floods are essential for the design of transportation and water-conveyance structures, flood-insurance studies, and flood-plain management. Such estimates are particularly important in densely populated urban areas. In order to increase the number of streamflow-gaging stations (streamgages) available for analysis, expand the geographical coverage that would allow for application of regional regression equations across State boundaries, and build on a previous flood-frequency investigation of rural U.S Geological Survey streamgages in the Southeast United States, a multistate approach was used to update methods for determining the magnitude and frequency of floods in urban and small, rural streams that are not substantially affected by regulation or tidal fluctuations in Georgia, South Carolina, and North Carolina. The at-site flood-frequency analysis of annual peak-flow data for urban and small, rural streams (through September 30, 2011) included 116 urban streamgages and 32 small, rural streamgages, defined in this report as basins draining less than 1 square mile. The regional regression analysis included annual peak-flow data from an additional 338 rural streamgages previously included in U.S. Geological Survey flood-frequency reports and 2 additional rural streamgages in North Carolina that were not included in the previous Southeast rural flood-frequency investigation for a total of 488 streamgages included in the urban and small, rural regression analysis. The at-site flood-frequency analyses for the urban and small, rural streamgages included the expected moments algorithm, which is a modification of the Bulletin 17B log-Pearson type III method for fitting the statistical distribution to the logarithms of the annual peak flows. Where applicable, the flood-frequency analysis also included low-outlier and historic information. Additionally, the application of a generalized Grubbs-Becks test allowed for the detection of multiple potentially influential low outliers. Streamgage basin characteristics were determined using geographical information system techniques. Initial ordinary least squares regression simulations reduced the number of basin characteristics on the basis of such factors as statistical significance, coefficient of determination, Mallow’s Cp statistic, and ease of measurement of the explanatory variable. Application of generalized least squares regression techniques produced final predictive (regression) equations for estimating the 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent annual exceedance probability flows for urban and small, rural ungaged basins for three hydrologic regions (HR1, Piedmont–Ridge and Valley; HR3, Sand Hills; and HR4, Coastal Plain), which previously had been defined from exploratory regression analysis in the Southeast rural flood-frequency investigation. Because of the limited availability of urban streamgages in the Coastal Plain of Georgia, South Carolina, and North Carolina, additional urban streamgages in Florida and New Jersey were used in the regression analysis for this region. Including the urban streamgages in New Jersey allowed for the expansion of the applicability of the predictive equations in the Coastal Plain from 3.5 to 53.5 square miles. Average standard error of prediction for the predictive equations, which is a measure of the average accuracy of the regression equations when predicting flood estimates for ungaged sites, range from 25.0 percent for the 10-percent annual exceedance probability regression equation for the Piedmont–Ridge and Valley region to 73.3 percent for the 0.2-percent annual exceedance probability regression equation for the Sand Hills region.

Constrained Least Squares Estimators of Oblique Common Factors.

ERIC Educational Resources Information Center

McDonald, Roderick P.

1981-01-01

An expression is given for weighted least squares estimators of oblique common factors of factor analyses, constrained to have the same covariance matrix as the factors they estimate. A proof of the uniqueness of the solution is given. (Author/JKS)

Investigating bias in squared regression structure coefficients

PubMed Central

Nimon, Kim F.; Zientek, Linda R.; Thompson, Bruce

2015-01-01

The importance of structure coefficients and analogs of regression weights for analysis within the general linear model (GLM) has been well-documented. The purpose of this study was to investigate bias in squared structure coefficients in the context of multiple regression and to determine if a formula that had been shown to correct for bias in squared Pearson correlation coefficients and coefficients of determination could be used to correct for bias in squared regression structure coefficients. Using data from a Monte Carlo simulation, this study found that squared regression structure coefficients corrected with Pratt's formula produced less biased estimates and might be more accurate and stable estimates of population squared regression structure coefficients than estimates with no such corrections. While our findings are in line with prior literature that identified multicollinearity as a predictor of bias in squared regression structure coefficients but not coefficients of determination, the findings from this study are unique in that the level of predictive power, number of predictors, and sample size were also observed to contribute bias in squared regression structure coefficients. PMID:26217273

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles.

PubMed

Nam, Kanghyun

2015-11-11

This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle's cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.

H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

NASA Astrophysics Data System (ADS)

Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2016-07-01

This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

Assessing Fit and Dimensionality in Least Squares Metric Multidimensional Scaling Using Akaike's Information Criterion

ERIC Educational Resources Information Center

Ding, Cody S.; Davison, Mark L.

2010-01-01

Akaike's information criterion is suggested as a tool for evaluating fit and dimensionality in metric multidimensional scaling that uses least squares methods of estimation. This criterion combines the least squares loss function with the number of estimated parameters. Numerical examples are presented. The results from analyses of both simulation…

Influences of culture and environmental attitude on thermal, emotional and perceptual evaluations of a public square

NASA Astrophysics Data System (ADS)

Knez, Igor; Thorsson, Sofia

2006-05-01

The main objective of the present quasi-experimental study was to examine the influence of culture (Swedish vs Japanese) and environmental attitude (urban vs open-air person) on participants’ thermal, emotional and perceptual assessments of a square, within the PET (physiological equivalent temperature) comfortable interval of 18 23°C. It was predicted that persons living in different cultures with different environmental attitudes would psychologically evaluate a square differently despite similar thermal conditions. Consistent with this prediction, Japanese participants estimated the current weather as warmer than did Swedish participants and, consistent with this, they felt less thermally comfortable on the site, although participants in both countries perceived similar comfortable thermal outdoor conditions according to the PET index. Compared to the Japanese, the Swedes estimated both the current weather and the site as windier and colder, indicating a consistency in weather assessment on calm-windy and warm-cold scales in participants in both cultures. Furthermore, Swedish participants felt more glad and calm on the site and, in line with their character (more glad than gloomy), they estimated the square as more beautiful and pleasant than did Japanese participants. All this indicates that thermal, emotional and perceptual assessments of a physical place may be intertwined with psychological schema-based and socio-cultural processes, rather than fixed by general thermal indices developed in line with physiological heat balance models. In consequence, this implies that thermal comfort indices may not be applicable in different cultural/climate zones without modifications, and that they may not be appropriate if we do not take into account the psychological processes involved in environmental assessment.

Methods for estimating the magnitude and frequency of peak streamflows at ungaged sites in and near the Oklahoma Panhandle

USGS Publications Warehouse

Smith, S. Jerrod; Lewis, Jason M.; Graves, Grant M.

2015-09-28

Generalized-least-squares multiple-linear regression analysis was used to formulate regression relations between peak-streamflow frequency statistics and basin characteristics. Contributing drainage area was the only basin characteristic determined to be statistically significant for all percentage of annual exceedance probabilities and was the only basin characteristic used in regional regression equations for estimating peak-streamflow frequency statistics on unregulated streams in and near the Oklahoma Panhandle. The regression model pseudo-coefficient of determination, converted to percent, for the Oklahoma Panhandle regional regression equations ranged from about 38 to 63 percent. The standard errors of prediction and the standard model errors for the Oklahoma Panhandle regional regression equations ranged from about 84 to 148 percent and from about 76 to 138 percent, respectively. These errors were comparable to those reported for regional peak-streamflow frequency regression equations for the High Plains areas of Texas and Colorado. The root mean square errors for the Oklahoma Panhandle regional regression equations (ranging from 3,170 to 92,000 cubic feet per second) were less than the root mean square errors for the Oklahoma statewide regression equations (ranging from 18,900 to 412,000 cubic feet per second); therefore, the Oklahoma Panhandle regional regression equations produce more accurate peak-streamflow statistic estimates for the irrigated period of record in the Oklahoma Panhandle than do the Oklahoma statewide regression equations. The regression equations developed in this report are applicable to streams that are not substantially affected by regulation, impoundment, or surface-water withdrawals. These regression equations are intended for use for stream sites with contributing drainage areas less than or equal to about 2,060 square miles, the maximum value for the independent variable used in the regression analysis.

Methods for estimating selected low-flow frequency statistics and harmonic mean flows for streams in Iowa

USGS Publications Warehouse

Eash, David A.; Barnes, Kimberlee K.

2017-01-01

A statewide study was conducted to develop regression equations for estimating six selected low-flow frequency statistics and harmonic mean flows for ungaged stream sites in Iowa. The estimation equations developed for the six low-flow frequency statistics include: the annual 1-, 7-, and 30-day mean low flows for a recurrence interval of 10 years, the annual 30-day mean low flow for a recurrence interval of 5 years, and the seasonal (October 1 through December 31) 1- and 7-day mean low flows for a recurrence interval of 10 years. Estimation equations also were developed for the harmonic-mean-flow statistic. Estimates of these seven selected statistics are provided for 208 U.S. Geological Survey continuous-record streamgages using data through September 30, 2006. The study area comprises streamgages located within Iowa and 50 miles beyond the State's borders. Because trend analyses indicated statistically significant positive trends when considering the entire period of record for the majority of the streamgages, the longest, most recent period of record without a significant trend was determined for each streamgage for use in the study. The median number of years of record used to compute each of these seven selected statistics was 35. Geographic information system software was used to measure 54 selected basin characteristics for each streamgage. Following the removal of two streamgages from the initial data set, data collected for 206 streamgages were compiled to investigate three approaches for regionalization of the seven selected statistics. Regionalization, a process using statistical regression analysis, provides a relation for efficiently transferring information from a group of streamgages in a region to ungaged sites in the region. The three regionalization approaches tested included statewide, regional, and region-of-influence regressions. For the regional regression, the study area was divided into three low-flow regions on the basis of hydrologic characteristics, landform regions, and soil regions. A comparison of root mean square errors and average standard errors of prediction for the statewide, regional, and region-of-influence regressions determined that the regional regression provided the best estimates of the seven selected statistics at ungaged sites in Iowa. Because a significant number of streams in Iowa reach zero flow as their minimum flow during low-flow years, four different types of regression analyses were used: left-censored, logistic, generalized-least-squares, and weighted-least-squares regression. A total of 192 streamgages were included in the development of 27 regression equations for the three low-flow regions. For the northeast and northwest regions, a censoring threshold was used to develop 12 left-censored regression equations to estimate the 6 low-flow frequency statistics for each region. For the southern region a total of 12 regression equations were developed; 6 logistic regression equations were developed to estimate the probability of zero flow for the 6 low-flow frequency statistics and 6 generalized least-squares regression equations were developed to estimate the 6 low-flow frequency statistics, if nonzero flow is estimated first by use of the logistic equations. A weighted-least-squares regression equation was developed for each region to estimate the harmonic-mean-flow statistic. Average standard errors of estimate for the left-censored equations for the northeast region range from 64.7 to 88.1 percent and for the northwest region range from 85.8 to 111.8 percent. Misclassification percentages for the logistic equations for the southern region range from 5.6 to 14.0 percent. Average standard errors of prediction for generalized least-squares equations for the southern region range from 71.7 to 98.9 percent and pseudo coefficients of determination for the generalized-least-squares equations range from 87.7 to 91.8 percent. Average standard errors of prediction for weighted-least-squares equations developed for estimating the harmonic-mean-flow statistic for each of the three regions range from 66.4 to 80.4 percent. The regression equations are applicable only to stream sites in Iowa with low flows not significantly affected by regulation, diversion, or urbanization and with basin characteristics within the range of those used to develop the equations. If the equations are used at ungaged sites on regulated streams, or on streams affected by water-supply and agricultural withdrawals, then the estimates will need to be adjusted by the amount of regulation or withdrawal to estimate the actual flow conditions if that is of interest. Caution is advised when applying the equations for basins with characteristics near the applicable limits of the equations and for basins located in karst topography. A test of two drainage-area ratio methods using 31 pairs of streamgages, for the annual 7-day mean low-flow statistic for a recurrence interval of 10 years, indicates a weighted drainage-area ratio method provides better estimates than regional regression equations for an ungaged site on a gaged stream in Iowa when the drainage-area ratio is between 0.5 and 1.4. These regression equations will be implemented within the U.S. Geological Survey StreamStats web-based geographic-information-system tool. StreamStats allows users to click on any ungaged site on a river and compute estimates of the seven selected statistics; in addition, 90-percent prediction intervals and the measured basin characteristics for the ungaged sites also are provided. StreamStats also allows users to click on any streamgage in Iowa and estimates computed for these seven selected statistics are provided for the streamgage.

How to deal with the high condition number of the noise covariance matrix of gravity field functionals synthesised from a satellite-only global gravity field model?

NASA Astrophysics Data System (ADS)

Klees, R.; Slobbe, D. C.; Farahani, H. H.

2018-03-01

The posed question arises for instance in regional gravity field modelling using weighted least-squares techniques if the gravity field functionals are synthesised from the spherical harmonic coefficients of a satellite-only global gravity model (GGM), and are used as one of the noisy datasets. The associated noise covariance matrix, appeared to be extremely ill-conditioned with a singular value spectrum that decayed gradually to zero without any noticeable gap. We analysed three methods to deal with the ill-conditioned noise covariance matrix: Tihonov regularisation of the noise covariance matrix in combination with the standard formula for the weighted least-squares estimator, a formula of the weighted least-squares estimator, which does not involve the inverse noise covariance matrix, and an estimator based on Rao's unified theory of least-squares. Our analysis was based on a numerical experiment involving a set of height anomalies synthesised from the GGM GOCO05s, which is provided with a full noise covariance matrix. We showed that the three estimators perform similar, provided that the two regularisation parameters each method knows were chosen properly. As standard regularisation parameter choice rules do not apply here, we suggested a new parameter choice rule, and demonstrated its performance. Using this rule, we found that the differences between the three least-squares estimates were within noise. For the standard formulation of the weighted least-squares estimator with regularised noise covariance matrix, this required an exceptionally strong regularisation, much larger than one expected from the condition number of the noise covariance matrix. The preferred method is the inversion-free formulation of the weighted least-squares estimator, because of its simplicity with respect to the choice of the two regularisation parameters.

Multi-innovation auto-constructed least squares identification for 4 DOF ship manoeuvring modelling with full-scale trial data.

PubMed

Zhang, Guoqing; Zhang, Xianku; Pang, Hongshuai

2015-09-01

This research is concerned with the problem of 4 degrees of freedom (DOF) ship manoeuvring identification modelling with the full-scale trial data. To avoid the multi-innovation matrix inversion in the conventional multi-innovation least squares (MILS) algorithm, a new transformed multi-innovation least squares (TMILS) algorithm is first developed by virtue of the coupling identification concept. And much effort is made to guarantee the uniformly ultimate convergence. Furthermore, the auto-constructed TMILS scheme is derived for the ship manoeuvring motion identification by combination with a statistic index. Comparing with the existing results, the proposed scheme has the significant computational advantage and is able to estimate the model structure. The illustrative examples demonstrate the effectiveness of the proposed algorithm, especially including the identification application with full-scale trial data. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Accurate position estimation methods based on electrical impedance tomography measurements

NASA Astrophysics Data System (ADS)

Vergara, Samuel; Sbarbaro, Daniel; Johansen, T. A.

2017-08-01

Electrical impedance tomography (EIT) is a technology that estimates the electrical properties of a body or a cross section. Its main advantages are its non-invasiveness, low cost and operation free of radiation. The estimation of the conductivity field leads to low resolution images compared with other technologies, and high computational cost. However, in many applications the target information lies in a low intrinsic dimensionality of the conductivity field. The estimation of this low-dimensional information is addressed in this work. It proposes optimization-based and data-driven approaches for estimating this low-dimensional information. The accuracy of the results obtained with these approaches depends on modelling and experimental conditions. Optimization approaches are sensitive to model discretization, type of cost function and searching algorithms. Data-driven methods are sensitive to the assumed model structure and the data set used for parameter estimation. The system configuration and experimental conditions, such as number of electrodes and signal-to-noise ratio (SNR), also have an impact on the results. In order to illustrate the effects of all these factors, the position estimation of a circular anomaly is addressed. Optimization methods based on weighted error cost functions and derivate-free optimization algorithms provided the best results. Data-driven approaches based on linear models provided, in this case, good estimates, but the use of nonlinear models enhanced the estimation accuracy. The results obtained by optimization-based algorithms were less sensitive to experimental conditions, such as number of electrodes and SNR, than data-driven approaches. Position estimation mean squared errors for simulation and experimental conditions were more than twice for the optimization-based approaches compared with the data-driven ones. The experimental position estimation mean squared error of the data-driven models using a 16-electrode setup was less than 0.05% of the tomograph radius value. These results demonstrate that the proposed approaches can estimate an object’s position accurately based on EIT measurements if enough process information is available for training or modelling. Since they do not require complex calculations it is possible to use them in real-time applications without requiring high-performance computers.

The Use of Alternative Regression Methods in Social Sciences and the Comparison of Least Squares and M Estimation Methods in Terms of the Determination of Coefficient

ERIC Educational Resources Information Center

Coskuntuncel, Orkun

2013-01-01

The purpose of this study is two-fold; the first aim being to show the effect of outliers on the widely used least squares regression estimator in social sciences. The second aim is to compare the classical method of least squares with the robust M-estimator using the "determination of coefficient" (R[superscript 2]). For this purpose,…

Three-dimensional ultrasound strain imaging of skeletal muscles

NASA Astrophysics Data System (ADS)

Gijsbertse, K.; Sprengers, A. M. J.; Nillesen, M. M.; Hansen, H. H. G.; Lopata, R. G. P.; Verdonschot, N.; de Korte, C. L.

2017-01-01

In this study, a multi-dimensional strain estimation method is presented to assess local relative deformation in three orthogonal directions in 3D space of skeletal muscles during voluntary contractions. A rigid translation and compressive deformation of a block phantom, that mimics muscle contraction, is used as experimental validation of the 3D technique and to compare its performance with respect to a 2D based technique. Axial, lateral and (in case of 3D) elevational displacements are estimated using a cross-correlation based displacement estimation algorithm. After transformation of the displacements to a Cartesian coordinate system, strain is derived using a least-squares strain estimator. The performance of both methods is compared by calculating the root-mean-squared error of the estimated displacements with the calculated theoretical displacements of the phantom experiments. We observe that the 3D technique delivers more accurate displacement estimations compared to the 2D technique, especially in the translation experiment where out-of-plane motion hampers the 2D technique. In vivo application of the 3D technique in the musculus vastus intermedius shows good resemblance between measured strain and the force pattern. Similarity of the strain curves of repetitive measurements indicates the reproducibility of voluntary contractions. These results indicate that 3D ultrasound is a valuable imaging tool to quantify complex tissue motion, especially when there is motion in three directions, which results in out-of-plane errors for 2D techniques.

Comparing least-squares and quantile regression approaches to analyzing median hospital charges.

PubMed

Olsen, Cody S; Clark, Amy E; Thomas, Andrea M; Cook, Lawrence J

2012-07-01

Emergency department (ED) and hospital charges obtained from administrative data sets are useful descriptors of injury severity and the burden to EDs and the health care system. However, charges are typically positively skewed due to costly procedures, long hospital stays, and complicated or prolonged treatment for few patients. The median is not affected by extreme observations and is useful in describing and comparing distributions of hospital charges. A least-squares analysis employing a log transformation is one approach for estimating median hospital charges, corresponding confidence intervals (CIs), and differences between groups; however, this method requires certain distributional properties. An alternate method is quantile regression, which allows estimation and inference related to the median without making distributional assumptions. The objective was to compare the log-transformation least-squares method to the quantile regression approach for estimating median hospital charges, differences in median charges between groups, and associated CIs. The authors performed simulations using repeated sampling of observed statewide ED and hospital charges and charges randomly generated from a hypothetical lognormal distribution. The median and 95% CI and the multiplicative difference between the median charges of two groups were estimated using both least-squares and quantile regression methods. Performance of the two methods was evaluated. In contrast to least squares, quantile regression produced estimates that were unbiased and had smaller mean square errors in simulations of observed ED and hospital charges. Both methods performed well in simulations of hypothetical charges that met least-squares method assumptions. When the data did not follow the assumed distribution, least-squares estimates were often biased, and the associated CIs had lower than expected coverage as sample size increased. Quantile regression analyses of hospital charges provide unbiased estimates even when lognormal and equal variance assumptions are violated. These methods may be particularly useful in describing and analyzing hospital charges from administrative data sets. © 2012 by the Society for Academic Emergency Medicine.

On the appropriateness of applying chi-square distribution based confidence intervals to spectral estimates of helicopter flyover data

NASA Technical Reports Server (NTRS)

Rutledge, Charles K.

1988-01-01

The validity of applying chi-square based confidence intervals to far-field acoustic flyover spectral estimates was investigated. Simulated data, using a Kendall series and experimental acoustic data from the NASA/McDonnell Douglas 500E acoustics test, were analyzed. Statistical significance tests to determine the equality of distributions of the simulated and experimental data relative to theoretical chi-square distributions were performed. Bias and uncertainty errors associated with the spectral estimates were easily identified from the data sets. A model relating the uncertainty and bias errors to the estimates resulted, which aided in determining the appropriateness of the chi-square distribution based confidence intervals. Such confidence intervals were appropriate for nontonally associated frequencies of the experimental data but were inappropriate for tonally associated estimate distributions. The appropriateness at the tonally associated frequencies was indicated by the presence of bias error and noncomformity of the distributions to the theoretical chi-square distribution. A technique for determining appropriate confidence intervals at the tonally associated frequencies was suggested.

A comparison of two indices for the intraclass correlation coefficient.

PubMed

Shieh, Gwowen

2012-12-01

In the present study, we examined the behavior of two indices for measuring the intraclass correlation in the one-way random effects model: the prevailing ICC(1) (Fisher, 1938) and the corrected eta-squared (Bliese & Halverson, 1998). These two procedures differ both in their methods of estimating the variance components that define the intraclass correlation coefficient and in their performance of bias and mean squared error in the estimation of the intraclass correlation coefficient. In contrast with the natural unbiased principle used to construct ICC(1), in the present study it was analytically shown that the corrected eta-squared estimator is identical to the maximum likelihood estimator and the pairwise estimator under equal group sizes. Moreover, the empirical results obtained from the present Monte Carlo simulation study across various group structures revealed the mutual dominance relationship between their truncated versions for negative values. The corrected eta-squared estimator performs better than the ICC(1) estimator when the underlying population intraclass correlation coefficient is small. Conversely, ICC(1) has a clear advantage over the corrected eta-squared for medium and large magnitudes of population intraclass correlation coefficient. The conceptual description and numerical investigation provide guidelines to help researchers choose between the two indices for more accurate reliability analysis in multilevel research.

Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises

NASA Astrophysics Data System (ADS)

Basin, M.; Maldonado, J. J.; Zendejo, O.

2016-07-01

This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.

Development and application of artificial neural network models to estimate values of a complex human thermal comfort index associated with urban heat and cool island patterns using air temperature data from a standard meteorological station

NASA Astrophysics Data System (ADS)

Moustris, Konstantinos; Tsiros, Ioannis X.; Tseliou, Areti; Nastos, Panagiotis

2018-04-01

The present study deals with the development and application of artificial neural network models (ANNs) to estimate the values of a complex human thermal comfort-discomfort index associated with urban heat and cool island conditions inside various urban clusters using as only inputs air temperature data from a standard meteorological station. The index used in the study is the Physiologically Equivalent Temperature (PET) index which requires as inputs, among others, air temperature, relative humidity, wind speed, and radiation (short- and long-wave components). For the estimation of PET hourly values, ANN models were developed, appropriately trained, and tested. Model results are compared to values calculated by the PET index based on field monitoring data for various urban clusters (street, square, park, courtyard, and gallery) in the city of Athens (Greece) during an extreme hot weather summer period. For the evaluation of the predictive ability of the developed ANN models, several statistical evaluation indices were applied: the mean bias error, the root mean square error, the index of agreement, the coefficient of determination, the true predictive rate, the false alarm rate, and the Success Index. According to the results, it seems that ANNs present a remarkable ability to estimate hourly PET values within various urban clusters using only hourly values of air temperature. This is very important in cases where the human thermal comfort-discomfort conditions have to be analyzed and the only available parameter is air temperature.

Development and application of artificial neural network models to estimate values of a complex human thermal comfort index associated with urban heat and cool island patterns using air temperature data from a standard meteorological station.

PubMed

Moustris, Konstantinos; Tsiros, Ioannis X; Tseliou, Areti; Nastos, Panagiotis

2018-04-11

The present study deals with the development and application of artificial neural network models (ANNs) to estimate the values of a complex human thermal comfort-discomfort index associated with urban heat and cool island conditions inside various urban clusters using as only inputs air temperature data from a standard meteorological station. The index used in the study is the Physiologically Equivalent Temperature (PET) index which requires as inputs, among others, air temperature, relative humidity, wind speed, and radiation (short- and long-wave components). For the estimation of PET hourly values, ANN models were developed, appropriately trained, and tested. Model results are compared to values calculated by the PET index based on field monitoring data for various urban clusters (street, square, park, courtyard, and gallery) in the city of Athens (Greece) during an extreme hot weather summer period. For the evaluation of the predictive ability of the developed ANN models, several statistical evaluation indices were applied: the mean bias error, the root mean square error, the index of agreement, the coefficient of determination, the true predictive rate, the false alarm rate, and the Success Index. According to the results, it seems that ANNs present a remarkable ability to estimate hourly PET values within various urban clusters using only hourly values of air temperature. This is very important in cases where the human thermal comfort-discomfort conditions have to be analyzed and the only available parameter is air temperature.

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

PubMed Central

Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

2012-01-01

Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online. PMID:23155351

Three Important Taylor Series for Introductory Physics

DTIC Science & Technology

2009-09-01

series by the sum of its first few terms is useful throughout an introductory physics course . Example applications [1, 2] include estimating square...Lat. Am. J. Phys. Educ. Vol. 3, No. 3, Sept. 2009 535 http://www.journal.lapen.org.mx Three Important Taylor Series for Introductory Physics...one dimension, which instructively ties the mathematical development to physics concepts already presented in introductory courses . Keywords

Nonmonotonic fluctuation spectra of membranes pinned or tethered discretely to a substrate.

PubMed

Merath, Rolf-Jürgen; Seifert, Udo

2006-01-01

The thermal fluctuation spectrum of a fluid membrane coupled harmonically to a solid support by an array of tethers is calculated. For strong tethers, this spectrum exhibits nonmonotonic, anisotropic behavior with a relative maximum at a wavelength about twice the tether distance. The root-mean-square displacement is evaluated to estimate typical membrane displacements. Possible applications cover pillar-supported or polymer-tethered membranes.

Data-Driven Property Estimation for Protective Clothing

DTIC Science & Technology

2014-09-01

reliable predictions falls under the rubric “machine learning”. Inspired by the applications of machine learning in pharmaceutical drug design and...using genetic algorithms, for instance— descriptor selection can be automated as well. A well-known structured learning technique—Artificial Neural...descriptors automatically, by iteration, e.g., using a genetic algorithm [49]. 4.2.4 Avoiding Overfitting A peril of all regression—least squares as

Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

PubMed Central

Bondell, Howard D.; Stefanski, Leonard A.

2013-01-01

Large- and finite-sample efficiency and resistance to outliers are the key goals of robust statistics. Although often not simultaneously attainable, we develop and study a linear regression estimator that comes close. Efficiency obtains from the estimator’s close connection to generalized empirical likelihood, and its favorable robustness properties are obtained by constraining the associated sum of (weighted) squared residuals. We prove maximum attainable finite-sample replacement breakdown point, and full asymptotic efficiency for normal errors. Simulation evidence shows that compared to existing robust regression estimators, the new estimator has relatively high efficiency for small sample sizes, and comparable outlier resistance. The estimator is further illustrated and compared to existing methods via application to a real data set with purported outliers. PMID:23976805

A fast least-squares algorithm for population inference

PubMed Central

2013-01-01

Background Population inference is an important problem in genetics used to remove population stratification in genome-wide association studies and to detect migration patterns or shared ancestry. An individual’s genotype can be modeled as a probabilistic function of ancestral population memberships, Q, and the allele frequencies in those populations, P. The parameters, P and Q, of this binomial likelihood model can be inferred using slow sampling methods such as Markov Chain Monte Carlo methods or faster gradient based approaches such as sequential quadratic programming. This paper proposes a least-squares simplification of the binomial likelihood model motivated by a Euclidean interpretation of the genotype feature space. This results in a faster algorithm that easily incorporates the degree of admixture within the sample of individuals and improves estimates without requiring trial-and-error tuning. Results We show that the expected value of the least-squares solution across all possible genotype datasets is equal to the true solution when part of the problem has been solved, and that the variance of the solution approaches zero as its size increases. The Least-squares algorithm performs nearly as well as Admixture for these theoretical scenarios. We compare least-squares, Admixture, and FRAPPE for a variety of problem sizes and difficulties. For particularly hard problems with a large number of populations, small number of samples, or greater degree of admixture, least-squares performs better than the other methods. On simulated mixtures of real population allele frequencies from the HapMap project, Admixture estimates sparsely mixed individuals better than Least-squares. The least-squares approach, however, performs within 1.5% of the Admixture error. On individual genotypes from the HapMap project, Admixture and least-squares perform qualitatively similarly and within 1.2% of each other. Significantly, the least-squares approach nearly always converges 1.5- to 6-times faster. Conclusions The computational advantage of the least-squares approach along with its good estimation performance warrants further research, especially for very large datasets. As problem sizes increase, the difference in estimation performance between all algorithms decreases. In addition, when prior information is known, the least-squares approach easily incorporates the expected degree of admixture to improve the estimate. PMID:23343408

A fast least-squares algorithm for population inference.

PubMed

Parry, R Mitchell; Wang, May D

2013-01-23

Population inference is an important problem in genetics used to remove population stratification in genome-wide association studies and to detect migration patterns or shared ancestry. An individual's genotype can be modeled as a probabilistic function of ancestral population memberships, Q, and the allele frequencies in those populations, P. The parameters, P and Q, of this binomial likelihood model can be inferred using slow sampling methods such as Markov Chain Monte Carlo methods or faster gradient based approaches such as sequential quadratic programming. This paper proposes a least-squares simplification of the binomial likelihood model motivated by a Euclidean interpretation of the genotype feature space. This results in a faster algorithm that easily incorporates the degree of admixture within the sample of individuals and improves estimates without requiring trial-and-error tuning. We show that the expected value of the least-squares solution across all possible genotype datasets is equal to the true solution when part of the problem has been solved, and that the variance of the solution approaches zero as its size increases. The Least-squares algorithm performs nearly as well as Admixture for these theoretical scenarios. We compare least-squares, Admixture, and FRAPPE for a variety of problem sizes and difficulties. For particularly hard problems with a large number of populations, small number of samples, or greater degree of admixture, least-squares performs better than the other methods. On simulated mixtures of real population allele frequencies from the HapMap project, Admixture estimates sparsely mixed individuals better than Least-squares. The least-squares approach, however, performs within 1.5% of the Admixture error. On individual genotypes from the HapMap project, Admixture and least-squares perform qualitatively similarly and within 1.2% of each other. Significantly, the least-squares approach nearly always converges 1.5- to 6-times faster. The computational advantage of the least-squares approach along with its good estimation performance warrants further research, especially for very large datasets. As problem sizes increase, the difference in estimation performance between all algorithms decreases. In addition, when prior information is known, the least-squares approach easily incorporates the expected degree of admixture to improve the estimate.

Robust ridge regression estimators for nonlinear models with applications to high throughput screening assay data.

PubMed

Lim, Changwon

2015-03-30

Nonlinear regression is often used to evaluate the toxicity of a chemical or a drug by fitting data from a dose-response study. Toxicologists and pharmacologists may draw a conclusion about whether a chemical is toxic by testing the significance of the estimated parameters. However, sometimes the null hypothesis cannot be rejected even though the fit is quite good. One possible reason for such cases is that the estimated standard errors of the parameter estimates are extremely large. In this paper, we propose robust ridge regression estimation procedures for nonlinear models to solve this problem. The asymptotic properties of the proposed estimators are investigated; in particular, their mean squared errors are derived. The performances of the proposed estimators are compared with several standard estimators using simulation studies. The proposed methodology is also illustrated using high throughput screening assay data obtained from the National Toxicology Program. Copyright © 2014 John Wiley & Sons, Ltd.

A fast and accurate frequency estimation algorithm for sinusoidal signal with harmonic components

NASA Astrophysics Data System (ADS)

Hu, Jinghua; Pan, Mengchun; Zeng, Zhidun; Hu, Jiafei; Chen, Dixiang; Tian, Wugang; Zhao, Jianqiang; Du, Qingfa

2016-10-01

Frequency estimation is a fundamental problem in many applications, such as traditional vibration measurement, power system supervision, and microelectromechanical system sensors control. In this paper, a fast and accurate frequency estimation algorithm is proposed to deal with low efficiency problem in traditional methods. The proposed algorithm consists of coarse and fine frequency estimation steps, and we demonstrate that it is more efficient than conventional searching methods to achieve coarse frequency estimation (location peak of FFT amplitude) by applying modified zero-crossing technique. Thus, the proposed estimation algorithm requires less hardware and software sources and can achieve even higher efficiency when the experimental data increase. Experimental results with modulated magnetic signal show that the root mean square error of frequency estimation is below 0.032 Hz with the proposed algorithm, which has lower computational complexity and better global performance than conventional frequency estimation methods.

A weighted least squares approach to retrieve aerosol layer height over bright surfaces applied to GOME-2 measurements of the oxygen A band for forest fire cases over Europe

NASA Astrophysics Data System (ADS)

Nanda, Swadhin; Pepijn Veefkind, J.; de Graaf, Martin; Sneep, Maarten; Stammes, Piet; de Haan, Johan F.; Sanders, Abram F. J.; Apituley, Arnoud; Tuinder, Olaf; Levelt, Pieternel F.

2018-06-01

This paper presents a weighted least squares approach to retrieve aerosol layer height from top-of-atmosphere reflectance measurements in the oxygen A band (758-770 nm) over bright surfaces. A property of the measurement error covariance matrix is discussed, due to which photons travelling from the surface are given a higher preference over photons that scatter back from the aerosol layer. This is a potential source of biases in the estimation of aerosol properties over land, which can be mitigated by revisiting the design of the measurement error covariance matrix. The alternative proposed in this paper, which we call the dynamic scaling method, introduces a scene-dependent and wavelength-dependent modification in the measurement signal-to-noise ratio in order to influence this matrix. This method is generally applicable to other retrieval algorithms using weighted least squares. To test this method, synthetic experiments are done in addition to application to GOME-2A and GOME-2B measurements of the oxygen A band over the August 2010 Russian wildfires and the October 2017 Portugal wildfire plume over western Europe.

Matching a Distribution by Matching Quantiles Estimation

PubMed Central

Sgouropoulos, Nikolaos; Yao, Qiwei; Yastremiz, Claudia

2015-01-01

Motivated by the problem of selecting representative portfolios for backtesting counterparty credit risks, we propose a matching quantiles estimation (MQE) method for matching a target distribution by that of a linear combination of a set of random variables. An iterative procedure based on the ordinary least-squares estimation (OLS) is proposed to compute MQE. MQE can be easily modified by adding a LASSO penalty term if a sparse representation is desired, or by restricting the matching within certain range of quantiles to match a part of the target distribution. The convergence of the algorithm and the asymptotic properties of the estimation, both with or without LASSO, are established. A measure and an associated statistical test are proposed to assess the goodness-of-match. The finite sample properties are illustrated by simulation. An application in selecting a counterparty representative portfolio with a real dataset is reported. The proposed MQE also finds applications in portfolio tracking, which demonstrates the usefulness of combining MQE with LASSO. PMID:26692592

An unbiased risk estimator for image denoising in the presence of mixed poisson-gaussian noise.

PubMed

Le Montagner, Yoann; Angelini, Elsa D; Olivo-Marin, Jean-Christophe

2014-03-01

The behavior and performance of denoising algorithms are governed by one or several parameters, whose optimal settings depend on the content of the processed image and the characteristics of the noise, and are generally designed to minimize the mean squared error (MSE) between the denoised image returned by the algorithm and a virtual ground truth. In this paper, we introduce a new Poisson-Gaussian unbiased risk estimator (PG-URE) of the MSE applicable to a mixed Poisson-Gaussian noise model that unifies the widely used Gaussian and Poisson noise models in fluorescence bioimaging applications. We propose a stochastic methodology to evaluate this estimator in the case when little is known about the internal machinery of the considered denoising algorithm, and we analyze both theoretically and empirically the characteristics of the PG-URE estimator. Finally, we evaluate the PG-URE-driven parametrization for three standard denoising algorithms, with and without variance stabilizing transforms, and different characteristics of the Poisson-Gaussian noise mixture.

The Inverse Problem for Confined Aquifer Flow: Identification and Estimation With Extensions

NASA Astrophysics Data System (ADS)

Loaiciga, Hugo A.; MariñO, Miguel A.

1987-01-01

The contributions of this work are twofold. First, a methodology for estimating the elements of parameter matrices in the governing equation of flow in a confined aquifer is developed. The estimation techniques for the distributed-parameter inverse problem pertain to linear least squares and generalized least squares methods. The linear relationship among the known heads and unknown parameters of the flow equation provides the background for developing criteria for determining the identifiability status of unknown parameters. Under conditions of exact or overidentification it is possible to develop statistically consistent parameter estimators and their asymptotic distributions. The estimation techniques, namely, two-stage least squares and three stage least squares, are applied to a specific groundwater inverse problem and compared between themselves and with an ordinary least squares estimator. The three-stage estimator provides the closer approximation to the actual parameter values, but it also shows relatively large standard errors as compared to the ordinary and two-stage estimators. The estimation techniques provide the parameter matrices required to simulate the unsteady groundwater flow equation. Second, a nonlinear maximum likelihood estimation approach to the inverse problem is presented. The statistical properties of maximum likelihood estimators are derived, and a procedure to construct confidence intervals and do hypothesis testing is given. The relative merits of the linear and maximum likelihood estimators are analyzed. Other topics relevant to the identification and estimation methodologies, i.e., a continuous-time solution to the flow equation, coping with noise-corrupted head measurements, and extension of the developed theory to nonlinear cases are also discussed. A simulation study is used to evaluate the methods developed in this study.

Application of independent component analysis for speech-music separation using an efficient score function estimation

NASA Astrophysics Data System (ADS)

Pishravian, Arash; Aghabozorgi Sahaf, Masoud Reza

2012-12-01

In this paper speech-music separation using Blind Source Separation is discussed. The separating algorithm is based on the mutual information minimization where the natural gradient algorithm is used for minimization. In order to do that, score function estimation from observation signals (combination of speech and music) samples is needed. The accuracy and the speed of the mentioned estimation will affect on the quality of the separated signals and the processing time of the algorithm. The score function estimation in the presented algorithm is based on Gaussian mixture based kernel density estimation method. The experimental results of the presented algorithm on the speech-music separation and comparing to the separating algorithm which is based on the Minimum Mean Square Error estimator, indicate that it can cause better performance and less processing time

Least squares estimation of avian molt rates

USGS Publications Warehouse

Johnson, D.H.

1989-01-01

A straightforward least squares method of estimating the rate at which birds molt feathers is presented, suitable for birds captured more than once during the period of molt. The date of molt onset can also be estimated. The method is applied to male and female mourning doves.

False star detection and isolation during star tracking based on improved chi-square tests.

PubMed

Zhang, Hao; Niu, Yanxiong; Lu, Jiazhen; Yang, Yanqiang; Su, Guohua

2017-08-01

The star sensor is a precise attitude measurement device for a spacecraft. Star tracking is the main and key working mode for a star sensor. However, during star tracking, false stars become an inevitable interference for star sensor applications, which may result in declined measurement accuracy. A false star detection and isolation algorithm in star tracking based on improved chi-square tests is proposed in this paper. Two estimations are established based on a Kalman filter and a priori information, respectively. The false star detection is operated through adopting the global state chi-square test in a Kalman filter. The false star isolation is achieved using a local state chi-square test. Semi-physical experiments under different trajectories with various false stars are designed for verification. Experiment results show that various false stars can be detected and isolated from navigation stars during star tracking, and the attitude measurement accuracy is hardly influenced by false stars. The proposed algorithm is proved to have an excellent performance in terms of speed, stability, and robustness.

ON ASYMPTOTIC DISTRIBUTION AND ASYMPTOTIC EFFICIENCY OF LEAST SQUARES ESTIMATORS OF SPATIAL VARIOGRAM PARAMETERS. (R827257)

EPA Science Inventory

Abstract

In this article, we consider the least-squares approach for estimating parameters of a spatial variogram and establish consistency and asymptotic normality of these estimators under general conditions. Large-sample distributions are also established under a sp...

A Comparison of Normal and Elliptical Estimation Methods in Structural Equation Models.

ERIC Educational Resources Information Center

Schumacker, Randall E.; Cheevatanarak, Suchittra

Monte Carlo simulation compared chi-square statistics, parameter estimates, and root mean square error of approximation values using normal and elliptical estimation methods. Three research conditions were imposed on the simulated data: sample size, population contamination percent, and kurtosis. A Bentler-Weeks structural model established the…

Why Might Relative Fit Indices Differ between Estimators?

ERIC Educational Resources Information Center

Weng, Li-Jen; Cheng, Chung-Ping

1997-01-01

Relative fit indices using the null model as the reference point in computation may differ across estimation methods, as this article illustrates by comparing maximum likelihood, ordinary least squares, and generalized least squares estimation in structural equation modeling. The illustration uses a covariance matrix for six observed variables…

Factor Analysis by Generalized Least Squares.

ERIC Educational Resources Information Center

Joreskog, Karl G.; Goldberger, Arthur S.

Aitkin's generalized least squares (GLS) principle, with the inverse of the observed variance-covariance matrix as a weight matrix, is applied to estimate the factor analysis model in the exploratory (unrestricted) case. It is shown that the GLS estimates are scale free and asymptotically efficient. The estimates are computed by a rapidly…

A quasi-Monte-Carlo comparison of parametric and semiparametric regression methods for heavy-tailed and non-normal data: an application to healthcare costs.

PubMed

Jones, Andrew M; Lomas, James; Moore, Peter T; Rice, Nigel

2016-10-01

We conduct a quasi-Monte-Carlo comparison of the recent developments in parametric and semiparametric regression methods for healthcare costs, both against each other and against standard practice. The population of English National Health Service hospital in-patient episodes for the financial year 2007-2008 (summed for each patient) is randomly divided into two equally sized subpopulations to form an estimation set and a validation set. Evaluating out-of-sample using the validation set, a conditional density approximation estimator shows considerable promise in forecasting conditional means, performing best for accuracy of forecasting and among the best four for bias and goodness of fit. The best performing model for bias is linear regression with square-root-transformed dependent variables, whereas a generalized linear model with square-root link function and Poisson distribution performs best in terms of goodness of fit. Commonly used models utilizing a log-link are shown to perform badly relative to other models considered in our comparison.

Estimating magnitude and frequency of peak discharges for rural, unregulated, streams in West Virginia

USGS Publications Warehouse

Wiley, J.B.; Atkins, John T.; Tasker, Gary D.

2000-01-01

Multiple and simple least-squares regression models for the log10-transformed 100-year discharge with independent variables describing the basin characteristics (log10-transformed and untransformed) for 267 streamflow-gaging stations were evaluated, and the regression residuals were plotted as areal distributions that defined three regions of the State, designated East, North, and South. Exploratory data analysis procedures identified 31 gaging stations at which discharges are different than would be expected for West Virginia. Regional equations for the 2-, 5-, 10-, 25-, 50-, 100-, 200-, and 500-year peak discharges were determined by generalized least-squares regression using data from 236 gaging stations. Log10-transformed drainage area was the most significant independent variable for all regions.Equations developed in this study are applicable only to rural, unregulated, streams within the boundaries of West Virginia. The accuracy of estimating equations is quantified by measuring the average prediction error (from 27.7 to 44.7 percent) and equivalent years of record (from 1.6 to 20.0 years).

Using absolute gravimeter data to determine vertical gravity gradients

USGS Publications Warehouse

Robertson, D.S.

2001-01-01

The position versus time data from a free-fall absolute gravimeter can be used to estimate the vertical gravity gradient in addition to the gravity value itself. Hipkin has reported success in estimating the vertical gradient value using a data set of unusually good quality. This paper explores techniques that may be applicable to a broader class of data that may be contaminated with "system response" errors of larger magnitude than were evident in the data used by Hipkin. This system response function is usually modelled as a sum of exponentially decaying sinusoidal components. The technique employed here involves combining the x0, v0 and g parameters from all the drops made during a site occupation into a single least-squares solution, and including the value of the vertical gradient and the coefficients of system response function in the same solution. The resulting non-linear equations must be solved iteratively and convergence presents some difficulties. Sparse matrix techniques are used to make the least-squares problem computationally tractable.

Snijders's correction of Infit and Outfit indexes with estimated ability level: an analysis with the Rasch model.

PubMed

Magis, David; Beland, Sebastien; Raiche, Gilles

2014-01-01

The Infit mean square W and the Outfit mean square U are commonly used person fit indexes under Rasch measurement. However, they suffer from two major weaknesses. First, their asymptotic distribution is usually derived by assuming that the true ability levels are known. Second, such distributions are even not clearly stated for indexes U and W. Both issues can seriously affect the selection of an appropriate cut-score for person fit identification. Snijders (2001) proposed a general approach to correct some person fit indexes when specific ability estimators are used. The purpose of this paper is to adapt this approach to U and W indexes. First, a brief sketch of the methodology and its application to U and W is proposed. Then, the corrected indexes are compared to their classical versions through a simulation study. The suggested correction yields controlled Type I errors against both conservatism and inflation, while the power to detect specific misfitting response patterns gets significantly increased.

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles

PubMed Central

Nam, Kanghyun

2015-01-01

This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle’s cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data. PMID:26569246

Collateral missing value imputation: a new robust missing value estimation algorithm for microarray data.

PubMed

Sehgal, Muhammad Shoaib B; Gondal, Iqbal; Dooley, Laurence S

2005-05-15

Microarray data are used in a range of application areas in biology, although often it contains considerable numbers of missing values. These missing values can significantly affect subsequent statistical analysis and machine learning algorithms so there is a strong motivation to estimate these values as accurately as possible before using these algorithms. While many imputation algorithms have been proposed, more robust techniques need to be developed so that further analysis of biological data can be accurately undertaken. In this paper, an innovative missing value imputation algorithm called collateral missing value estimation (CMVE) is presented which uses multiple covariance-based imputation matrices for the final prediction of missing values. The matrices are computed and optimized using least square regression and linear programming methods. The new CMVE algorithm has been compared with existing estimation techniques including Bayesian principal component analysis imputation (BPCA), least square impute (LSImpute) and K-nearest neighbour (KNN). All these methods were rigorously tested to estimate missing values in three separate non-time series (ovarian cancer based) and one time series (yeast sporulation) dataset. Each method was quantitatively analyzed using the normalized root mean square (NRMS) error measure, covering a wide range of randomly introduced missing value probabilities from 0.01 to 0.2. Experiments were also undertaken on the yeast dataset, which comprised 1.7% actual missing values, to test the hypothesis that CMVE performed better not only for randomly occurring but also for a real distribution of missing values. The results confirmed that CMVE consistently demonstrated superior and robust estimation capability of missing values compared with other methods for both series types of data, for the same order of computational complexity. A concise theoretical framework has also been formulated to validate the improved performance of the CMVE algorithm. The CMVE software is available upon request from the authors.

Using ROC Curves to Choose Minimally Important Change Thresholds when Sensitivity and Specificity Are Valued Equally: The Forgotten Lesson of Pythagoras. Theoretical Considerations and an Example Application of Change in Health Status

PubMed Central

Froud, Robert; Abel, Gary

2014-01-01

Background Receiver Operator Characteristic (ROC) curves are being used to identify Minimally Important Change (MIC) thresholds on scales that measure a change in health status. In quasi-continuous patient reported outcome measures, such as those that measure changes in chronic diseases with variable clinical trajectories, sensitivity and specificity are often valued equally. Notwithstanding methodologists agreeing that these should be valued equally, different approaches have been taken to estimating MIC thresholds using ROC curves. Aims and objectives We aimed to compare the different approaches used with a new approach, exploring the extent to which the methods choose different thresholds, and considering the effect of differences on conclusions in responder analyses. Methods Using graphical methods, hypothetical data, and data from a large randomised controlled trial of manual therapy for low back pain, we compared two existing approaches with a new approach that is based on the addition of the sums of squares of 1-sensitivity and 1-specificity. Results There can be divergence in the thresholds chosen by different estimators. The cut-point selected by different estimators is dependent on the relationship between the cut-points in ROC space and the different contours described by the estimators. In particular, asymmetry and the number of possible cut-points affects threshold selection. Conclusion Choice of MIC estimator is important. Different methods for choosing cut-points can lead to materially different MIC thresholds and thus affect results of responder analyses and trial conclusions. An estimator based on the smallest sum of squares of 1-sensitivity and 1-specificity is preferable when sensitivity and specificity are valued equally. Unlike other methods currently in use, the cut-point chosen by the sum of squares method always and efficiently chooses the cut-point closest to the top-left corner of ROC space, regardless of the shape of the ROC curve. PMID:25474472

Polarization-based index of refraction and reflection angle estimation for remote sensing applications.

PubMed

Thilak, Vimal; Voelz, David G; Creusere, Charles D

2007-10-20

A passive-polarization-based imaging system records the polarization state of light reflected by objects that are illuminated with an unpolarized and generally uncontrolled source. Such systems can be useful in many remote sensing applications including target detection, object segmentation, and material classification. We present a method to jointly estimate the complex index of refraction and the reflection angle (reflected zenith angle) of a target from multiple measurements collected by a passive polarimeter. An expression for the degree of polarization is derived from the microfacet polarimetric bidirectional reflectance model for the case of scattering in the plane of incidence. Using this expression, we develop a nonlinear least-squares estimation algorithm for extracting an apparent index of refraction and the reflection angle from a set of polarization measurements collected from multiple source positions. Computer simulation results show that the estimation accuracy generally improves with an increasing number of source position measurements. Laboratory results indicate that the proposed method is effective for recovering the reflection angle and that the estimated index of refraction provides a feature vector that is robust to the reflection angle.

Polarization-based index of refraction and reflection angle estimation for remote sensing applications

NASA Astrophysics Data System (ADS)

Thilak, Vimal; Voelz, David G.; Creusere, Charles D.

2007-10-01

A passive-polarization-based imaging system records the polarization state of light reflected by objects that are illuminated with an unpolarized and generally uncontrolled source. Such systems can be useful in many remote sensing applications including target detection, object segmentation, and material classification. We present a method to jointly estimate the complex index of refraction and the reflection angle (reflected zenith angle) of a target from multiple measurements collected by a passive polarimeter. An expression for the degree of polarization is derived from the microfacet polarimetric bidirectional reflectance model for the case of scattering in the plane of incidence. Using this expression, we develop a nonlinear least-squares estimation algorithm for extracting an apparent index of refraction and the reflection angle from a set of polarization measurements collected from multiple source positions. Computer simulation results show that the estimation accuracy generally improves with an increasing number of source position measurements. Laboratory results indicate that the proposed method is effective for recovering the reflection angle and that the estimated index of refraction provides a feature vector that is robust to the reflection angle.

Some applications of categorical data analysis to epidemiological studies.

PubMed Central

Grizzle, J E; Koch, G G

1979-01-01

Several examples of categorized data from epidemiological studies are analyzed to illustrate that more informative analysis than tests of independence can be performed by fitting models. All of the analyses fit into a unified conceptual framework that can be performed by weighted least squares. The methods presented show how to calculate point estimate of parameters, asymptotic variances, and asymptotically valid chi 2 tests. The examples presented are analysis of relative risks estimated from several 2 x 2 tables, analysis of selected features of life tables, construction of synthetic life tables from cross-sectional studies, and analysis of dose-response curves. PMID:540590

Estimation of perceptible water vapor of atmosphere using artificial neural network, support vector machine and multiple linear regression algorithm and their comparative study

NASA Astrophysics Data System (ADS)

Shastri, Niket; Pathak, Kamlesh

2018-05-01

The water vapor content in atmosphere plays very important role in climate. In this paper the application of GPS signal in meteorology is discussed, which is useful technique that is used to estimate the perceptible water vapor of atmosphere. In this paper various algorithms like artificial neural network, support vector machine and multiple linear regression are use to predict perceptible water vapor. The comparative studies in terms of root mean square error and mean absolute errors are also carried out for all the algorithms.

Algorithms for System Identification and Source Location.

NASA Astrophysics Data System (ADS)

Nehorai, Arye

This thesis deals with several topics in least squares estimation and applications to source location. It begins with a derivation of a mapping between Wiener theory and Kalman filtering for nonstationary autoregressive moving average (ARMO) processes. Applying time domain analysis, connections are found between time-varying state space realizations and input-output impulse response by matrix fraction description (MFD). Using these connections, the whitening filters are derived by the two approaches, and the Kalman gain is expressed in terms of Wiener theory. Next, fast estimation algorithms are derived in a unified way as special cases of the Conjugate Direction Method. The fast algorithms included are the block Levinson, fast recursive least squares, ladder (or lattice) and fast Cholesky algorithms. The results give a novel derivation and interpretation for all these methods, which are efficient alternatives to available recursive system identification algorithms. Multivariable identification algorithms are usually designed only for left MFD models. In this work, recursive multivariable identification algorithms are derived for right MFD models with diagonal denominator matrices. The algorithms are of prediction error and model reference type. Convergence analysis results obtained by the Ordinary Differential Equation (ODE) method are presented along with simulations. Sources of energy can be located by estimating time differences of arrival (TDOA's) of waves between the receivers. A new method for TDOA estimation is proposed for multiple unknown ARMA sources and additive correlated receiver noise. The method is based on a formula that uses only the receiver cross-spectra and the source poles. Two algorithms are suggested that allow tradeoffs between computational complexity and accuracy. A new time delay model is derived and used to show the applicability of the methods for non -integer TDOA's. Results from simulations illustrate the performance of the algorithms. The last chapter analyzes the response of exact least squares predictors for enhancement of sinusoids with additive colored noise. Using the matrix inversion lemma and the Christoffel-Darboux formula, the frequency response and amplitude gain of the sinusoids are expressed as functions of the signal and noise characteristics. The results generalize the available white noise case.

Constrained inference in mixed-effects models for longitudinal data with application to hearing loss.

PubMed

Davidov, Ori; Rosen, Sophia

2011-04-01

In medical studies, endpoints are often measured for each patient longitudinally. The mixed-effects model has been a useful tool for the analysis of such data. There are situations in which the parameters of the model are subject to some restrictions or constraints. For example, in hearing loss studies, we expect hearing to deteriorate with time. This means that hearing thresholds which reflect hearing acuity will, on average, increase over time. Therefore, the regression coefficients associated with the mean effect of time on hearing ability will be constrained. Such constraints should be accounted for in the analysis. We propose maximum likelihood estimation procedures, based on the expectation-conditional maximization either algorithm, to estimate the parameters of the model while accounting for the constraints on them. The proposed methods improve, in terms of mean square error, on the unconstrained estimators. In some settings, the improvement may be substantial. Hypotheses testing procedures that incorporate the constraints are developed. Specifically, likelihood ratio, Wald, and score tests are proposed and investigated. Their empirical significance levels and power are studied using simulations. It is shown that incorporating the constraints improves the mean squared error of the estimates and the power of the tests. These improvements may be substantial. The methodology is used to analyze a hearing loss study.

Monitoring and Prediction of Precipitable Water Vapor using GPS data in Turkey

NASA Astrophysics Data System (ADS)

Ansari, Kutubuddin; Althuwaynee, Omar F.; Corumluoglu, Ozsen

2016-12-01

Although Global Positioning System (GPS) primarily provide accurate estimates of position, velocity and time of the receiver, as the signals pass through the atmoshphere carrying its signatures, thus offers opportunities for atmoshpheric applications. Precipitable water vapor (PWV) is a vital component of the atmosphere and significantly influences atmospheric processes like rainfall and atmospheric temperature. The developing networks of continuously operating GPS can be used to efficiently estimate PWV. The Turkish Permanent GPS Network (TPGN) is employed to monitor PWV information in Turkey. This work primarily aims to derive long-term data of PWV by using atmospheric path delays observed through continuously operating TPGN from November 2014 to October 2015. A least square mathematical approach was then applied to establish the relation of the observed PWV to rainfall and temperature. The modeled PWV was correlated with PWV estimated from GPS data, with an average correlation of 67.10 %-88.60 %. The estimated root mean square error (RMSE) varied from 2.840 to 6.380, with an average of 4.697. Finally, data of TPGN, rainfall, and temperature were obtained for less than 2 months (November 2015 to December 2015) and assessed to validate the mathematical model. This study provides a basis for determining PWV by using rainfall and temperature data.

Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.

PubMed

Song, Xuegang; Zhang, Yuexin; Liang, Dakai

2017-10-10

This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Laurence, T; Chromy, B

2009-11-10

Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms ofmore » counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE) for the Poisson distribution is also well known, but has not become generally used. This is primarily because, in contrast to non-linear least squares fitting, there has been no quick, robust, and general fitting method. In the field of fluorescence lifetime spectroscopy and imaging, there have been some efforts to use this estimator through minimization routines such as Nelder-Mead optimization, exhaustive line searches, and Gauss-Newton minimization. Minimization based on specific one- or multi-exponential models has been used to obtain quick results, but this procedure does not allow the incorporation of the instrument response, and is not generally applicable to models found in other fields. Methods for using the MLE for Poisson-distributed data have been published by the wider spectroscopic community, including iterative minimization schemes based on Gauss-Newton minimization. The slow acceptance of these procedures for fitting event counting histograms may also be explained by the use of the ubiquitous, fast Levenberg-Marquardt (L-M) fitting procedure for fitting non-linear models using least squares fitting (simple searches obtain {approx}10000 references - this doesn't include those who use it, but don't know they are using it). The benefits of L-M include a seamless transition between Gauss-Newton minimization and downward gradient minimization through the use of a regularization parameter. This transition is desirable because Gauss-Newton methods converge quickly, but only within a limited domain of convergence; on the other hand the downward gradient methods have a much wider domain of convergence, but converge extremely slowly nearer the minimum. L-M has the advantages of both procedures: relative insensitivity to initial parameters and rapid convergence. Scientists, when wanting an answer quickly, will fit data using L-M, get an answer, and move on. Only those that are aware of the bias issues will bother to fit using the more appropriate MLE for Poisson deviates. However, since there is a simple, analytical formula for the appropriate MLE measure for Poisson deviates, it is inexcusable that least squares estimators are used almost exclusively when fitting event counting histograms. There have been ways found to use successive non-linear least squares fitting to obtain similarly unbiased results, but this procedure is justified by simulation, must be re-tested when conditions change significantly, and requires two successive fits. There is a great need for a fitting routine for the MLE estimator for Poisson deviates that has convergence domains and rates comparable to the non-linear least squares L-M fitting. We show in this report that a simple way to achieve that goal is to use the L-M fitting procedure not to minimize the least squares measure, but the MLE for Poisson deviates.« less

Methods for estimating annual exceedance-probability streamflows for streams in Kansas based on data through water year 2015

USGS Publications Warehouse

Painter, Colin C.; Heimann, David C.; Lanning-Rush, Jennifer L.

2017-08-14

A study was done by the U.S. Geological Survey in cooperation with the Kansas Department of Transportation and the Federal Emergency Management Agency to develop regression models to estimate peak streamflows of annual exceedance probabilities of 50, 20, 10, 4, 2, 1, 0.5, and 0.2 percent at ungaged locations in Kansas. Peak streamflow frequency statistics from selected streamgages were related to contributing drainage area and average precipitation using generalized least-squares regression analysis. The peak streamflow statistics were derived from 151 streamgages with at least 25 years of streamflow data through 2015. The developed equations can be used to predict peak streamflow magnitude and frequency within two hydrologic regions that were defined based on the effects of irrigation. The equations developed in this report are applicable to streams in Kansas that are not substantially affected by regulation, surface-water diversions, or urbanization. The equations are intended for use for streams with contributing drainage areas ranging from 0.17 to 14,901 square miles in the nonirrigation effects region and, 1.02 to 3,555 square miles in the irrigation-affected region, corresponding to the range of drainage areas of the streamgages used in the development of the regional equations.

A Generalization of Pythagoras's Theorem and Application to Explanations of Variance Contributions in Linear Models. Research Report. ETS RR-14-18

ERIC Educational Resources Information Center

Carlson, James E.

2014-01-01

Many aspects of the geometry of linear statistical models and least squares estimation are well known. Discussions of the geometry may be found in many sources. Some aspects of the geometry relating to the partitioning of variation that can be explained using a little-known theorem of Pappus and have not been discussed previously are the topic of…

Deep Water Ocean Acoustics

DTIC Science & Technology

2015-07-17

under- ice scattering, bathymetric diffraction and the application of the ocean acoustic Parabolic Equation to infrasound. 2. Tasks a. Task 1...and Climate of the Ocean, Phase II (ECCO2): High-Resolution Global-Ocean and Sea- Ice Data Synthesis) model re- analysis for the years 1992 and 1993...The ECCO2 model is a state estimation based upon data syntheses obtained by least squares fitting of the global ocean and sea- ice configuration of

Microwave Photonic Architecture for Direction Finding of LPI Emitters: Post-Processing for Angle of Arrival Estimation

DTIC Science & Technology

2016-09-01

mean- square (RMS) error of 0.29° at ə° resolution. For a P4 coded signal, the RMS error in estimating the AOA is 0.32° at 1° resolution. 14...FMCW signal, it was demonstrated that the system is capable of estimating the AOA with a root-mean- square (RMS) error of 0.29° at ə° resolution. For a...Modulator PCB printed circuit board PD photodetector RF radio frequency RMS root-mean- square xvi THIS PAGE INTENTIONALLY LEFT BLANK xvii

Application of least mean square algorithm to suppression of maglev track-induced self-excited vibration

NASA Astrophysics Data System (ADS)

Zhou, D. F.; Li, J.; Hansen, C. H.

2011-11-01

Track-induced self-excited vibration is commonly encountered in EMS (electromagnetic suspension) maglev systems, and a solution to this problem is important in enabling the commercial widespread implementation of maglev systems. Here, the coupled model of the steel track and the magnetic levitation system is developed, and its stability is investigated using the Nyquist criterion. The harmonic balance method is employed to investigate the stability and amplitude of the self-excited vibration, which provides an explanation of the phenomenon that track-induced self-excited vibration generally occurs at a specified amplitude and frequency. To eliminate the self-excited vibration, an improved LMS (Least Mean Square) cancellation algorithm with phase correction (C-LMS) is employed. The harmonic balance analysis shows that the C-LMS cancellation algorithm can completely suppress the self-excited vibration. To achieve adaptive cancellation, a frequency estimator similar to the tuner of a TV receiver is employed to provide the C-LMS algorithm with a roughly estimated reference frequency. Numerical simulation and experiments undertaken on the CMS-04 vehicle show that the proposed adaptive C-LMS algorithm can effectively eliminate the self-excited vibration over a wide frequency range, and that the robustness of the algorithm suggests excellent potential for application to EMS maglev systems.

Technique for estimating the 2- to 500-year flood discharges on unregulated streams in rural Missouri

USGS Publications Warehouse

Alexander, Terry W.; Wilson, Gary L.

1995-01-01

A generalized least-squares regression technique was used to relate the 2- to 500-year flood discharges from 278 selected streamflow-gaging stations to statistically significant basin characteristics. The regression relations (estimating equations) were defined for three hydrologic regions (I, II, and III) in rural Missouri. Ordinary least-squares regression analyses indicate that drainage area (Regions I, II, and III) and main-channel slope (Regions I and II) are the only basin characteristics needed for computing the 2- to 500-year design-flood discharges at gaged or ungaged stream locations. The resulting generalized least-squares regression equations provide a technique for estimating the 2-, 5-, 10-, 25-, 50-, 100-, and 500-year flood discharges on unregulated streams in rural Missouri. The regression equations for Regions I and II were developed from stream-flow-gaging stations with drainage areas ranging from 0.13 to 11,500 square miles and 0.13 to 14,000 square miles, and main-channel slopes ranging from 1.35 to 150 feet per mile and 1.20 to 279 feet per mile. The regression equations for Region III were developed from streamflow-gaging stations with drainage areas ranging from 0.48 to 1,040 square miles. Standard errors of estimate for the generalized least-squares regression equations in Regions I, II, and m ranged from 30 to 49 percent.

On Least Squares Fitting Nonlinear Submodels.

ERIC Educational Resources Information Center

Bechtel, Gordon G.

Three simplifying conditions are given for obtaining least squares (LS) estimates for a nonlinear submodel of a linear model. If these are satisfied, and if the subset of nonlinear parameters may be LS fit to the corresponding LS estimates of the linear model, then one attains the desired LS estimates for the entire submodel. Two illustrative…

The Problems of Multiple Feedback Estimation.

ERIC Educational Resources Information Center

Bulcock, Jeffrey W.

The use of two-stage least squares (2SLS) for the estimation of feedback linkages is inappropriate for nonorthogonal data sets because 2SLS is extremely sensitive to multicollinearity. It is argued that what is needed is use of a different estimating criterion than the least squares criterion. Theoretically the variance normalization criterion has…

A Monte Carlo Evaluation of Estimated Parameters of Five Shrinkage Estimate Formuli.

ERIC Educational Resources Information Center

Newman, Isadore; And Others

1979-01-01

A Monte Carlo simulation was employed to determine the accuracy with which the shrinkage in R squared can be estimated by five different shrinkage formulas. The study dealt with the use of shrinkage formulas for various sample sizes, different R squared values, and different degrees of multicollinearity. (Author/JKS)

An attempt to bridge muscle architecture dynamics and its instantaneous rate of force development using ultrasonography.

PubMed

Li, Jizhou; Zhou, Yongjin; Zheng, Yong-Ping; Li, Guanglin

2015-08-01

Muscle force output is an essential index in rehabilitation assessment or physical exams, and could provide considerable insights for various applications such as load monitoring and muscle assessment in sports science or rehabilitation therapy. Besides direct measurement of force output using a dynamometer, electromyography has earlier been used in several studies to quantify muscle force as an indirect means. However, its spatial resolution is easily compromised as a summation of the action potentials from neighboring motor units of electrode site. To explore an alternative method to indirectly estimate the muscle force output, and with better muscle specificity, we started with an investigation on the relationship between architecture dynamics and force output of triceps surae. The muscular architecture dynamics is captured in ultrasonography sequences and estimated using a previously reported motion estimation method. Then an indicator named as the dorsoventrally averaged motion profile (DAMP) is employed. The performance of force output is represented by an instantaneous version of the rate of force development (RFD), namely I-RFD. From experimental results on ten normal subjects, there were significant correlations between the I-RFD and DAMP for triceps surae, both normalized between 0 and 1, with the sum of squares error at 0.0516±0.0224, R-square at 0.7929±0.0931 and root mean squared error at 0.0159±0.0033. The statistical significance results were less than 0.01. The present study suggested that muscle architecture dynamics extracted from ultrasonography during contraction is well correlated to the I-RFD and it can be a promising option for indirect estimation of muscle force output. Copyright © 2015 Elsevier B.V. All rights reserved.

A Method for Estimating Zero-Flow Pressure and Intracranial Pressure

PubMed Central

Caren, Marzban; Paul, Raymond Illian; David, Morison; Anne, Moore; Michel, Kliot; Marek, Czosnyka; Pierre, Mourad

2012-01-01

Background It has been hypothesized that critical closing pressure of cerebral circulation, or zero-flow pressure (ZFP), can estimate intracranial pressure (ICP). One ZFP estimation method employs extrapolation of arterial blood pressure versus blood-flow velocity. The aim of this study is to improve ICP predictions. Methods Two revisions are considered: 1) The linear model employed for extrapolation is extended to a nonlinear equation, and 2) the parameters of the model are estimated by an alternative criterion (not least-squares). The method is applied to data on transcranial Doppler measurements of blood-flow velocity, arterial blood pressure, and ICP, from 104 patients suffering from closed traumatic brain injury, sampled across the United States and England. Results The revisions lead to qualitative (e.g., precluding negative ICP) and quantitative improvements in ICP prediction. In going from the original to the revised method, the ±2 standard deviation of error is reduced from 33 to 24 mm Hg; the root-mean-squared error (RMSE) is reduced from 11 to 8.2 mm Hg. The distribution of RMSE is tighter as well; for the revised method the 25th and 75th percentiles are 4.1 and 13.7 mm Hg, respectively, as compared to 5.1 and 18.8 mm Hg for the original method. Conclusions Proposed alterations to a procedure for estimating ZFP lead to more accurate and more precise estimates of ICP, thereby offering improved means of estimating it noninvasively. The quality of the estimates is inadequate for many applications, but further work is proposed which may lead to clinically useful results. PMID:22824923

A Systematic Approach for Model-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A requirement for effective aircraft engine performance estimation is the ability to account for engine degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. This paper presents a linear point design methodology for minimizing the degradation-induced error in model-based aircraft engine performance estimation applications. The technique specifically focuses on the underdetermined estimation problem, where there are more unknown health parameters than available sensor measurements. A condition for Kalman filter-based estimation is that the number of health parameters estimated cannot exceed the number of sensed measurements. In this paper, the estimated health parameter vector will be replaced by a reduced order tuner vector whose dimension is equivalent to the sensed measurement vector. The reduced order tuner vector is systematically selected to minimize the theoretical mean squared estimation error of a maximum a posteriori estimator formulation. This paper derives theoretical estimation errors at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the estimation accuracy achieved through conventional maximum a posteriori and Kalman filter estimation approaches. Maximum a posteriori estimation results demonstrate that reduced order tuning parameter vectors can be found that approximate the accuracy of estimating all health parameters directly. Kalman filter estimation results based on the same reduced order tuning parameter vectors demonstrate that significantly improved estimation accuracy can be achieved over the conventional approach of selecting a subset of health parameters to serve as the tuner vector. However, additional development is necessary to fully extend the methodology to Kalman filter-based estimation applications.

Estimating the magnitude and frequency of floods in urban basins in Missouri

USGS Publications Warehouse

Southard, Rodney E.

2010-01-01

Streamgage flood-frequency analyses were done for 35 streamgages on urban streams in and adjacent to Missouri for estimation of the magnitude and frequency of floods in urban areas of Missouri. A log-Pearson Type-III distribution was fitted to the annual series of peak flow data retrieved from the U.S. Geological Survey National Water Information System. For this report, the flood frequency estimates are expressed in terms of percent annual exceedance probabilities of 50, 20, 10, 4, 2, 1, and 0.2. Of the 35 streamgages, 30 are located in Missouri. The remaining five non-Missouri streamgages were added to the dataset to improve the range and applicability of the regression analyses from the streamgage frequency analyses. Ordinary least-squares was used to determine the best set of independent variables for the regression equations. Basin characteristics selected for independent variables into the ordinary least-squares regression analyses were based on theoretical relation to flood flows, literature review of possible basin characteristics, and the ability to measure the basin characteristics using digital datasets and geographic information system technology. Results of the ordinary least-squares were evaluated on the basis of Mallow's Cp statistic, the adjusted coefficient of determination, and the statistical significance of the independent variables. The independent variables of drainage area and percent impervious area were determined to be statistically significant and readily determined from existing digital datasets. The drainage area variable was computed using the best elevation data available, either from a statewide 10-meter grid or high-resolution elevation data from urban areas. The impervious area variable was computed from the National Land Cover Dataset 2001 impervious area dataset. The National Land Cover Dataset 2001 impervious area data for each basin was compared to historical imagery and 7.5-minute topographic maps to verify the national dataset represented the urbanization of the basin at the time streamgage data were collected. Eight streamgages had less urbanization during the period of time streamflow data were collected than was shown on the 2001 dataset. The impervious area values for these eight urban basins were adjusted downward as much as 23 percent to account for the additional urbanization since the streamflow data were collected. Weighted least-squares regression techniques were used to determine the final regression equations for the statewide urban flood-frequency equations. Weighted least-squares techniques improve regression equations by adjusting for different and varying lengths in streamflow records. The final flood-frequency equations for the 50-, 20-, 10-, 4-, 2-, 1-, and 0.2-percent annual exceedance probability floods for Missouri provide a technique for estimating peak flows on urban streams at gaged and ungaged sites. The applicability of the equations is limited by the range in basin characteristics used to develop the regression equations. The range in drainage area is 0.28 to 189 square miles; range in impervious area is 2.3 to 46.0 percent. Seven of the 35 selected streamgages were used to compare the results of the existing rural and urban equations to the urban equations presented in this report for the 1-percent annual exceedance probability. Results of the comparison indicate that the estimated peak flows for the urban equation in this report ranged from 3 to 52 percent higher than the results from the rural equations. Comparing the estimated urban peak flows from this report to the existing urban equation developed in 1986 indicated the range was 255 percent lower to 10 percent higher. The overall comparison between the current (2010) and 1986 urban equations indicates a reduction in estimated peak flow values for the 1-percent annual exceedance probability flood.

Local polynomial estimation of heteroscedasticity in a multivariate linear regression model and its applications in economics.

PubMed

Su, Liyun; Zhao, Yanyong; Yan, Tianshun; Li, Fenglan

2012-01-01

Multivariate local polynomial fitting is applied to the multivariate linear heteroscedastic regression model. Firstly, the local polynomial fitting is applied to estimate heteroscedastic function, then the coefficients of regression model are obtained by using generalized least squares method. One noteworthy feature of our approach is that we avoid the testing for heteroscedasticity by improving the traditional two-stage method. Due to non-parametric technique of local polynomial estimation, it is unnecessary to know the form of heteroscedastic function. Therefore, we can improve the estimation precision, when the heteroscedastic function is unknown. Furthermore, we verify that the regression coefficients is asymptotic normal based on numerical simulations and normal Q-Q plots of residuals. Finally, the simulation results and the local polynomial estimation of real data indicate that our approach is surely effective in finite-sample situations.

Software For Least-Squares And Robust Estimation

NASA Technical Reports Server (NTRS)

Jeffreys, William H.; Fitzpatrick, Michael J.; Mcarthur, Barbara E.; Mccartney, James

1990-01-01

GAUSSFIT computer program includes full-featured programming language facilitating creation of mathematical models solving least-squares and robust-estimation problems. Programming language designed to make it easy to specify complex reduction models. Written in 100 percent C language.

Beyond Principal Component Analysis: A Trilinear Decomposition Model and Least Squares Estimation.

ERIC Educational Resources Information Center

Pham, Tuan Dinh; Mocks, Joachim

1992-01-01

Sufficient conditions are derived for the consistency and asymptotic normality of the least squares estimator of a trilinear decomposition model for multiway data analysis. The limiting covariance matrix is computed. (Author/SLD)

Solar Irradiance from GOES Albedo performance in a Hydrologic Model Simulation of Snowmelt Runoff

NASA Astrophysics Data System (ADS)

Sumargo, E.; Cayan, D. R.; McGurk, B. J.

2015-12-01

In many hydrologic modeling applications, solar radiation has been parameterized using commonly available measures, such as the daily temperature range, due to scarce in situ solar radiation measurement network. However, these parameterized estimates often produce significant biases. Here we test hourly solar irradiance derived from the Geostationary Operational Environmental Satellite (GOES) visible albedo product, using several established algorithms. Focusing on the Sierra Nevada and White Mountain in California, we compared the GOES irradiance and that from a traditional temperature-based algorithm with incoming irradiance from pyranometers at 19 stations. The GOES based estimates yielded 21-27% reduction in root-mean-squared error (average over 19 sites). The derived irradiance is then prescribed as an input to Precipitation-Runoff Modeling System (PRMS). We constrain our experiment to the Tuolumne River watershed and focus our attention on the winter and spring of 1996-2014. A root-mean-squared error reduction of 2-6% in daily inflow to Hetch Hetchy at the lower end of the Tuolumne catchment was achieved by incorporating the insolation estimates at only 8 out of 280 Hydrologic Response Units (HRUs) within the basin. Our ongoing work endeavors to apply satellite-derived irradiance at each individual HRU.

Methods for estimating annual exceedance probability discharges for streams in Arkansas, based on data through water year 2013

USGS Publications Warehouse

Wagner, Daniel M.; Krieger, Joshua D.; Veilleux, Andrea G.

2016-08-04

In 2013, the U.S. Geological Survey initiated a study to update regional skew, annual exceedance probability discharges, and regional regression equations used to estimate annual exceedance probability discharges for ungaged locations on streams in the study area with the use of recent geospatial data, new analytical methods, and available annual peak-discharge data through the 2013 water year. An analysis of regional skew using Bayesian weighted least-squares/Bayesian generalized-least squares regression was performed for Arkansas, Louisiana, and parts of Missouri and Oklahoma. The newly developed constant regional skew of -0.17 was used in the computation of annual exceedance probability discharges for 281 streamgages used in the regional regression analysis. Based on analysis of covariance, four flood regions were identified for use in the generation of regional regression models. Thirty-nine basin characteristics were considered as potential explanatory variables, and ordinary least-squares regression techniques were used to determine the optimum combinations of basin characteristics for each of the four regions. Basin characteristics in candidate models were evaluated based on multicollinearity with other basin characteristics (variance inflation factor < 2.5) and statistical significance at the 95-percent confidence level (p ≤ 0.05). Generalized least-squares regression was used to develop the final regression models for each flood region. Average standard errors of prediction of the generalized least-squares models ranged from 32.76 to 59.53 percent, with the largest range in flood region D. Pseudo coefficients of determination of the generalized least-squares models ranged from 90.29 to 97.28 percent, with the largest range also in flood region D. The regional regression equations apply only to locations on streams in Arkansas where annual peak discharges are not substantially affected by regulation, diversion, channelization, backwater, or urbanization. The applicability and accuracy of the regional regression equations depend on the basin characteristics measured for an ungaged location on a stream being within range of those used to develop the equations.

Documentation of a spreadsheet for time-series analysis and drawdown estimation

USGS Publications Warehouse

Halford, Keith J.

2006-01-01

Drawdowns during aquifer tests can be obscured by barometric pressure changes, earth tides, regional pumping, and recharge events in the water-level record. These stresses can create water-level fluctuations that should be removed from observed water levels prior to estimating drawdowns. Simple models have been developed for estimating unpumped water levels during aquifer tests that are referred to as synthetic water levels. These models sum multiple time series such as barometric pressure, tidal potential, and background water levels to simulate non-pumping water levels. The amplitude and phase of each time series are adjusted so that synthetic water levels match measured water levels during periods unaffected by an aquifer test. Differences between synthetic and measured water levels are minimized with a sum-of-squares objective function. Root-mean-square errors during fitting and prediction periods were compared multiple times at four geographically diverse sites. Prediction error equaled fitting error when fitting periods were greater than or equal to four times prediction periods. The proposed drawdown estimation approach has been implemented in a spreadsheet application. Measured time series are independent so that collection frequencies can differ and sampling times can be asynchronous. Time series can be viewed selectively and magnified easily. Fitting and prediction periods can be defined graphically or entered directly. Synthetic water levels for each observation well are created with earth tides, measured time series, moving averages of time series, and differences between measured and moving averages of time series. Selected series and fitting parameters for synthetic water levels are stored and drawdowns are estimated for prediction periods. Drawdowns can be viewed independently and adjusted visually if an anomaly skews initial drawdowns away from 0. The number of observations in a drawdown time series can be reduced by averaging across user-defined periods. Raw or reduced drawdown estimates can be copied from the spreadsheet application or written to tab-delimited ASCII files.

Estimation of parameters in rational reaction rates of molecular biological systems via weighted least squares

NASA Astrophysics Data System (ADS)

Wu, Fang-Xiang; Mu, Lei; Shi, Zhong-Ke

2010-01-01

The models of gene regulatory networks are often derived from statistical thermodynamics principle or Michaelis-Menten kinetics equation. As a result, the models contain rational reaction rates which are nonlinear in both parameters and states. It is challenging to estimate parameters nonlinear in a model although there have been many traditional nonlinear parameter estimation methods such as Gauss-Newton iteration method and its variants. In this article, we develop a two-step method to estimate the parameters in rational reaction rates of gene regulatory networks via weighted linear least squares. This method takes the special structure of rational reaction rates into consideration. That is, in the rational reaction rates, the numerator and the denominator are linear in parameters. By designing a special weight matrix for the linear least squares, parameters in the numerator and the denominator can be estimated by solving two linear least squares problems. The main advantage of the developed method is that it can produce the analytical solutions to the estimation of parameters in rational reaction rates which originally is nonlinear parameter estimation problem. The developed method is applied to a couple of gene regulatory networks. The simulation results show the superior performance over Gauss-Newton method.

Identifying model error in metabolic flux analysis - a generalized least squares approach.

PubMed

Sokolenko, Stanislav; Quattrociocchi, Marco; Aucoin, Marc G

2016-09-13

The estimation of intracellular flux through traditional metabolic flux analysis (MFA) using an overdetermined system of equations is a well established practice in metabolic engineering. Despite the continued evolution of the methodology since its introduction, there has been little focus on validation and identification of poor model fit outside of identifying "gross measurement error". The growing complexity of metabolic models, which are increasingly generated from genome-level data, has necessitated robust validation that can directly assess model fit. In this work, MFA calculation is framed as a generalized least squares (GLS) problem, highlighting the applicability of the common t-test for model validation. To differentiate between measurement and model error, we simulate ideal flux profiles directly from the model, perturb them with estimated measurement error, and compare their validation to real data. Application of this strategy to an established Chinese Hamster Ovary (CHO) cell model shows how fluxes validated by traditional means may be largely non-significant due to a lack of model fit. With further simulation, we explore how t-test significance relates to calculation error and show that fluxes found to be non-significant have 2-4 fold larger error (if measurement uncertainty is in the 5-10 % range). The proposed validation method goes beyond traditional detection of "gross measurement error" to identify lack of fit between model and data. Although the focus of this work is on t-test validation and traditional MFA, the presented framework is readily applicable to other regression analysis methods and MFA formulations.

Overview and benchmark analysis of fuel cell parameters estimation for energy management purposes

NASA Astrophysics Data System (ADS)

Kandidayeni, M.; Macias, A.; Amamou, A. A.; Boulon, L.; Kelouwani, S.; Chaoui, H.

2018-03-01

Proton exchange membrane fuel cells (PEMFCs) have become the center of attention for energy conversion in many areas such as automotive industry, where they confront a high dynamic behavior resulting in their characteristics variation. In order to ensure appropriate modeling of PEMFCs, accurate parameters estimation is in demand. However, parameter estimation of PEMFC models is highly challenging due to their multivariate, nonlinear, and complex essence. This paper comprehensively reviews PEMFC models parameters estimation methods with a specific view to online identification algorithms, which are considered as the basis of global energy management strategy design, to estimate the linear and nonlinear parameters of a PEMFC model in real time. In this respect, different PEMFC models with different categories and purposes are discussed first. Subsequently, a thorough investigation of PEMFC parameter estimation methods in the literature is conducted in terms of applicability. Three potential algorithms for online applications, Recursive Least Square (RLS), Kalman filter, and extended Kalman filter (EKF), which has escaped the attention in previous works, have been then utilized to identify the parameters of two well-known semi-empirical models in the literature, Squadrito et al. and Amphlett et al. Ultimately, the achieved results and future challenges are discussed.

Vehicle Sprung Mass Estimation for Rough Terrain

DTIC Science & Technology

2011-03-01

distributions are greater than zero. The multivariate polynomials are functions of the Legendre polynomials (Poularikas (1999...developed methods based on polynomial chaos theory and on the maximum likelihood approach to estimate the most likely value of the vehicle sprung...mass. The polynomial chaos estimator is compared to benchmark algorithms including recursive least squares, recursive total least squares, extended

The Least-Squares Estimation of Latent Trait Variables.

ERIC Educational Resources Information Center

Tatsuoka, Kikumi

This paper presents a new method for estimating a given latent trait variable by the least-squares approach. The beta weights are obtained recursively with the help of Fourier series and expressed as functions of item parameters of response curves. The values of the latent trait variable estimated by this method and by maximum likelihood method…

Parameter estimation using weighted total least squares in the two-compartment exchange model.

PubMed

Garpebring, Anders; Löfstedt, Tommy

2018-01-01

The linear least squares (LLS) estimator provides a fast approach to parameter estimation in the linearized two-compartment exchange model. However, the LLS method may introduce a bias through correlated noise in the system matrix of the model. The purpose of this work is to present a new estimator for the linearized two-compartment exchange model that takes this noise into account. To account for the noise in the system matrix, we developed an estimator based on the weighted total least squares (WTLS) method. Using simulations, the proposed WTLS estimator was compared, in terms of accuracy and precision, to an LLS estimator and a nonlinear least squares (NLLS) estimator. The WTLS method improved the accuracy compared to the LLS method to levels comparable to the NLLS method. This improvement was at the expense of increased computational time; however, the WTLS was still faster than the NLLS method. At high signal-to-noise ratio all methods provided similar precisions while inconclusive results were observed at low signal-to-noise ratio. The proposed method provides improvements in accuracy compared to the LLS method, however, at an increased computational cost. Magn Reson Med 79:561-567, 2017. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Uncertainties in extracted parameters of a Gaussian emission line profile with continuum background.

PubMed

Minin, Serge; Kamalabadi, Farzad

2009-12-20

We derive analytical equations for uncertainties in parameters extracted by nonlinear least-squares fitting of a Gaussian emission function with an unknown continuum background component in the presence of additive white Gaussian noise. The derivation is based on the inversion of the full curvature matrix (equivalent to Fisher information matrix) of the least-squares error, chi(2), in a four-variable fitting parameter space. The derived uncertainty formulas (equivalent to Cramer-Rao error bounds) are found to be in good agreement with the numerically computed uncertainties from a large ensemble of simulated measurements. The derived formulas can be used for estimating minimum achievable errors for a given signal-to-noise ratio and for investigating some aspects of measurement setup trade-offs and optimization. While the intended application is Fabry-Perot spectroscopy for wind and temperature measurements in the upper atmosphere, the derivation is generic and applicable to other spectroscopy problems with a Gaussian line shape.

Contributed Review: Source-localization algorithms and applications using time of arrival and time difference of arrival measurements

NASA Astrophysics Data System (ADS)

Li, Xinya; Deng, Zhiqun Daniel; Rauchenstein, Lynn T.; Carlson, Thomas J.

2016-04-01

Locating the position of fixed or mobile sources (i.e., transmitters) based on measurements obtained from sensors (i.e., receivers) is an important research area that is attracting much interest. In this paper, we review several representative localization algorithms that use time of arrivals (TOAs) and time difference of arrivals (TDOAs) to achieve high signal source position estimation accuracy when a transmitter is in the line-of-sight of a receiver. Circular (TOA) and hyperbolic (TDOA) position estimation approaches both use nonlinear equations that relate the known locations of receivers and unknown locations of transmitters. Estimation of the location of transmitters using the standard nonlinear equations may not be very accurate because of receiver location errors, receiver measurement errors, and computational efficiency challenges that result in high computational burdens. Least squares and maximum likelihood based algorithms have become the most popular computational approaches to transmitter location estimation. In this paper, we summarize the computational characteristics and position estimation accuracies of various positioning algorithms. By improving methods for estimating the time-of-arrival of transmissions at receivers and transmitter location estimation algorithms, transmitter location estimation may be applied across a range of applications and technologies such as radar, sonar, the Global Positioning System, wireless sensor networks, underwater animal tracking, mobile communications, and multimedia.

A decentralized square root information filter/smoother

NASA Technical Reports Server (NTRS)

Bierman, G. J.; Belzer, M. R.

1985-01-01

A number of developments has recently led to a considerable interest in the decentralization of linear least squares estimators. The developments are partly related to the impending emergence of VLSI technology, the realization of parallel processing, and the need for algorithmic ways to speed the solution of dynamically decoupled, high dimensional estimation problems. A new method is presented for combining Square Root Information Filters (SRIF) estimates obtained from independent data sets. The new method involves an orthogonal transformation, and an information matrix filter 'homework' problem discussed by Schweppe (1973) is generalized. The employed SRIF orthogonal transformation methodology has been described by Bierman (1977).

Device-independent point estimation from finite data and its application to device-independent property estimation

NASA Astrophysics Data System (ADS)

Lin, Pei-Sheng; Rosset, Denis; Zhang, Yanbao; Bancal, Jean-Daniel; Liang, Yeong-Cherng

2018-03-01

The device-independent approach to physics is one where conclusions are drawn directly from the observed correlations between measurement outcomes. In quantum information, this approach allows one to make strong statements about the properties of the underlying systems or devices solely via the observation of Bell-inequality-violating correlations. However, since one can only perform a finite number of experimental trials, statistical fluctuations necessarily accompany any estimation of these correlations. Consequently, an important gap remains between the many theoretical tools developed for the asymptotic scenario and the experimentally obtained raw data. In particular, a physical and concurrently practical way to estimate the underlying quantum distribution has so far remained elusive. Here, we show that the natural analogs of the maximum-likelihood estimation technique and the least-square-error estimation technique in the device-independent context result in point estimates of the true distribution that are physical, unique, computationally tractable, and consistent. They thus serve as sound algorithmic tools allowing one to bridge the aforementioned gap. As an application, we demonstrate how such estimates of the underlying quantum distribution can be used to provide, in certain cases, trustworthy estimates of the amount of entanglement present in the measured system. In stark contrast to existing approaches to device-independent parameter estimations, our estimation does not require the prior knowledge of any Bell inequality tailored for the specific property and the specific distribution of interest.

Estimation of genetic parameters for milk yield in Murrah buffaloes by Bayesian inference.

PubMed

Breda, F C; Albuquerque, L G; Euclydes, R F; Bignardi, A B; Baldi, F; Torres, R A; Barbosa, L; Tonhati, H

2010-02-01

Random regression models were used to estimate genetic parameters for test-day milk yield in Murrah buffaloes using Bayesian inference. Data comprised 17,935 test-day milk records from 1,433 buffaloes. Twelve models were tested using different combinations of third-, fourth-, fifth-, sixth-, and seventh-order orthogonal polynomials of weeks of lactation for additive genetic and permanent environmental effects. All models included the fixed effects of contemporary group, number of daily milkings and age of cow at calving as covariate (linear and quadratic effect). In addition, residual variances were considered to be heterogeneous with 6 classes of variance. Models were selected based on the residual mean square error, weighted average of residual variance estimates, and estimates of variance components, heritabilities, correlations, eigenvalues, and eigenfunctions. Results indicated that changes in the order of fit for additive genetic and permanent environmental random effects influenced the estimation of genetic parameters. Heritability estimates ranged from 0.19 to 0.31. Genetic correlation estimates were close to unity between adjacent test-day records, but decreased gradually as the interval between test-days increased. Results from mean squared error and weighted averages of residual variance estimates suggested that a model considering sixth- and seventh-order Legendre polynomials for additive and permanent environmental effects, respectively, and 6 classes for residual variances, provided the best fit. Nevertheless, this model presented the largest degree of complexity. A more parsimonious model, with fourth- and sixth-order polynomials, respectively, for these same effects, yielded very similar genetic parameter estimates. Therefore, this last model is recommended for routine applications. Copyright 2010 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Where Does RECS Square Footage Data Come From?

EIA Publications

2012-01-01

The size of a home is a fixed characteristic strongly associated with the amount of energy consumed within it, particularly for space heating, air conditioning, lighting, and other appliances. As a part of the Residential Energy Consumption Survey (RECS), trained interviewers measure the square footage of each housing unit. RECS square footage data allow comparison of homes with varying characteristics. In-person measurements are vital because many alternate data sources, including property tax records, real estate listings, and, respondent estimates use varying definitions and under-estimate square footage as defined for the purposes of evaluating residential energy consumption.

Method for interconverting drying and heating times between round and square cross sections of ponderosa pine

Treesearch

William T. Simpson

2005-01-01

To use small-diameter trees effectively as square timbers, we need to be able to estimate the amount of time it takes for these timbers to air-dry. Since experimental data on estimating air-drying time for small-diameter logs have been developed, this study looked at a way to relate that method to square timbers. Drying times were determined for a group of round cross-...

Eta Squared, Partial Eta Squared, and Misreporting of Effect Size in Communication Research.

ERIC Educational Resources Information Center

Levine, Timothy R.; Hullett, Craig R.

2002-01-01

Alerts communication researchers to potential errors stemming from the use of SPSS (Statistical Package for the Social Sciences) to obtain estimates of eta squared in analysis of variance (ANOVA). Strives to clarify issues concerning the development and appropriate use of eta squared and partial eta squared in ANOVA. Discusses the reporting of…

Real-time estimation of BDS/GPS high-rate satellite clock offsets using sequential least squares

NASA Astrophysics Data System (ADS)

Fu, Wenju; Yang, Yuanxi; Zhang, Qin; Huang, Guanwen

2018-07-01

The real-time precise satellite clock product is one of key prerequisites for real-time Precise Point Positioning (PPP). The accuracy of the 24-hour predicted satellite clock product with 15 min sampling interval and an update of 6 h provided by the International GNSS Service (IGS) is only 3 ns, which could not meet the needs of all real-time PPP applications. The real-time estimation of high-rate satellite clock offsets is an efficient method for improving the accuracy. In this paper, the sequential least squares method to estimate real-time satellite clock offsets with high sample rate is proposed to improve the computational speed by applying an optimized sparse matrix operation to compute the normal equation and using special measures to take full advantage of modern computer power. The method is first applied to BeiDou Navigation Satellite System (BDS) and provides real-time estimation with a 1 s sample rate. The results show that the amount of time taken to process a single epoch is about 0.12 s using 28 stations. The Standard Deviation (STD) and Root Mean Square (RMS) of the real-time estimated BDS satellite clock offsets are 0.17 ns and 0.44 ns respectively when compared to German Research Center for Geosciences (GFZ) final clock products. The positioning performance of the real-time estimated satellite clock offsets is evaluated. The RMSs of the real-time BDS kinematic PPP in east, north, and vertical components are 7.6 cm, 6.4 cm and 19.6 cm respectively. The method is also applied to Global Positioning System (GPS) with a 10 s sample rate and the computational time of most epochs is less than 1.5 s with 75 stations. The STD and RMS of the real-time estimated GPS satellite clocks are 0.11 ns and 0.27 ns, respectively. The accuracies of 5.6 cm, 2.6 cm and 7.9 cm in east, north, and vertical components are achieved for the real-time GPS kinematic PPP.

Estimation of time averages from irregularly spaced observations - With application to coastal zone color scanner estimates of chlorophyll concentration

NASA Technical Reports Server (NTRS)

Chelton, Dudley B.; Schlax, Michael G.

1991-01-01

The sampling error of an arbitrary linear estimate of a time-averaged quantity constructed from a time series of irregularly spaced observations at a fixed located is quantified through a formalism. The method is applied to satellite observations of chlorophyll from the coastal zone color scanner. The two specific linear estimates under consideration are the composite average formed from the simple average of all observations within the averaging period and the optimal estimate formed by minimizing the mean squared error of the temporal average based on all the observations in the time series. The resulting suboptimal estimates are shown to be more accurate than composite averages. Suboptimal estimates are also found to be nearly as accurate as optimal estimates using the correct signal and measurement error variances and correlation functions for realistic ranges of these parameters, which makes it a viable practical alternative to the composite average method generally employed at present.

2SLS versus 2SRI: Appropriate methods for rare outcomes and/or rare exposures.

PubMed

Basu, Anirban; Coe, Norma B; Chapman, Cole G

2018-06-01

This study used Monte Carlo simulations to examine the ability of the two-stage least squares (2SLS) estimator and two-stage residual inclusion (2SRI) estimators with varying forms of residuals to estimate the local average and population average treatment effect parameters in models with binary outcome, endogenous binary treatment, and single binary instrument. The rarity of the outcome and the treatment was varied across simulation scenarios. Results showed that 2SLS generated consistent estimates of the local average treatment effects (LATE) and biased estimates of the average treatment effects (ATE) across all scenarios. 2SRI approaches, in general, produced biased estimates of both LATE and ATE under all scenarios. 2SRI using generalized residuals minimized the bias in ATE estimates. Use of 2SLS and 2SRI is illustrated in an empirical application estimating the effects of long-term care insurance on a variety of binary health care utilization outcomes among the near-elderly using the Health and Retirement Study. Copyright © 2018 John Wiley & Sons, Ltd.

75 FR 51333 - Madison Square Federal Savings Bank, Baltimore, MD; Approval of Conversion Application

Federal Register 2010, 2011, 2012, 2013, 2014

2010-08-19

... DEPARTMENT OF THE TREASURY Office of Thrift Supervision [AC-49: OTS Nos. 08156 and H4736] Madison Square Federal Savings Bank, Baltimore, MD; Approval of Conversion Application Notice is hereby given that on August 12, 2010, the Office of Thrift Supervision approved the application of Madison Square...

Optimum data weighting and error calibration for estimation of gravitational parameters

NASA Technical Reports Server (NTRS)

Lerch, Francis J.

1989-01-01

A new technique was developed for the weighting of data from satellite tracking systems in order to obtain an optimum least-squares solution and an error calibration for the solution parameters. Data sets from optical, electronic, and laser systems on 17 satellites in GEM-T1 Goddard Earth Model-T1 (GEM-T1) were employed toward application of this technique for gravity field parameters. Also GEM-T2 (31 satellites) was recently computed as a direct application of the method and is summarized. The method employs subset solutions of the data associated with the complete solution to agree with their error estimates. With the adjusted weights the process provides for an automatic calibration of the error estimates for the solution parameters. The data weights derived are generally much smaller than corresponding weights obtained from nominal values of observation accuracy or residuals. Independent tests show significant improvement for solutions with optimal weighting. The technique is general and may be applied to orbit parameters, station coordinates, or other parameters than the gravity model.

Computation of fluid and particle motion from a time-sequenced image pair: a global outlier identification approach.

PubMed

Ray, Nilanjan

2011-10-01

Fluid motion estimation from time-sequenced images is a significant image analysis task. Its application is widespread in experimental fluidics research and many related areas like biomedical engineering and atmospheric sciences. In this paper, we present a novel flow computation framework to estimate the flow velocity vectors from two consecutive image frames. In an energy minimization-based flow computation, we propose a novel data fidelity term, which: 1) can accommodate various measures, such as cross-correlation or sum of absolute or squared differences of pixel intensities between image patches; 2) has a global mechanism to control the adverse effect of outliers arising out of motion discontinuities, proximity of image borders; and 3) can go hand-in-hand with various spatial smoothness terms. Further, the proposed data term and related regularization schemes are both applicable to dense and sparse flow vector estimations. We validate these claims by numerical experiments on benchmark flow data sets. © 2011 IEEE

Revisiting the Least-squares Procedure for Gradient Reconstruction on Unstructured Meshes

NASA Technical Reports Server (NTRS)

Mavriplis, Dimitri J.; Thomas, James L. (Technical Monitor)

2003-01-01

The accuracy of the least-squares technique for gradient reconstruction on unstructured meshes is examined. While least-squares techniques produce accurate results on arbitrary isotropic unstructured meshes, serious difficulties exist for highly stretched meshes in the presence of surface curvature. In these situations, gradients are typically under-estimated by up to an order of magnitude. For vertex-based discretizations on triangular and quadrilateral meshes, and cell-centered discretizations on quadrilateral meshes, accuracy can be recovered using an inverse distance weighting in the least-squares construction. For cell-centered discretizations on triangles, both the unweighted and weighted least-squares constructions fail to provide suitable gradient estimates for highly stretched curved meshes. Good overall flow solution accuracy can be retained in spite of poor gradient estimates, due to the presence of flow alignment in exactly the same regions where the poor gradient accuracy is observed. However, the use of entropy fixes has the potential for generating large but subtle discretization errors.

Analysis of the Magnitude and Frequency of Peak Discharges for the Navajo Nation in Arizona, Utah, Colorado, and New Mexico

USGS Publications Warehouse

Waltemeyer, Scott D.

2006-01-01

Estimates of the magnitude and frequency of peak discharges are necessary for the reliable flood-hazard mapping in the Navajo Nation in Arizona, Utah, Colorado, and New Mexico. The Bureau of Indian Affairs, U.S. Army Corps of Engineers, and Navajo Nation requested that the U.S. Geological Survey update estimates of peak discharge magnitude for gaging stations in the region and update regional equations for estimation of peak discharge and frequency at ungaged sites. Equations were developed for estimating the magnitude of peak discharges for recurrence intervals of 2, 5, 10, 25, 50, 100, and 500 years at ungaged sites using data collected through 1999 at 146 gaging stations, an additional 13 years of peak-discharge data since a 1997 investigation, which used gaging-station data through 1986. The equations for estimation of peak discharges at ungaged sites were developed for flood regions 8, 11, high elevation, and 6 and are delineated on the basis of the hydrologic codes from the 1997 investigation. Peak discharges for selected recurrence intervals were determined at gaging stations by fitting observed data to a log-Pearson Type III distribution with adjustments for a low-discharge threshold and a zero skew coefficient. A low-discharge threshold was applied to frequency analysis of 82 of the 146 gaging stations. This application provides an improved fit of the log-Pearson Type III frequency distribution. Use of the low-discharge threshold generally eliminated the peak discharge having a recurrence interval of less than 1.4 years in the probability-density function. Within each region, logarithms of the peak discharges for selected recurrence intervals were related to logarithms of basin and climatic characteristics using stepwise ordinary least-squares regression techniques for exploratory data analysis. Generalized least-squares regression techniques, an improved regression procedure that accounts for time and spatial sampling errors, then was applied to the same data used in the ordinary least-squares regression analyses. The average standard error of prediction for a peak discharge have a recurrence interval of 100-years for region 8 was 53 percent (average) for the 100-year flood. The average standard of prediction, which includes average sampling error and average standard error of regression, ranged from 45 to 83 percent for the 100-year flood. Estimated standard error of prediction for a hybrid method for region 11 was large in the 1997 investigation. No distinction of floods produced from a high-elevation region was presented in the 1997 investigation. Overall, the equations based on generalized least-squares regression techniques are considered to be more reliable than those in the 1997 report because of the increased length of record and improved GIS method. Techniques for transferring flood-frequency relations to ungaged sites on the same stream can be estimated at an ungaged site by a direct application of the regional regression equation or at an ungaged site on a stream that has a gaging station upstream or downstream by using the drainage-area ratio and the drainage-area exponent from the regional regression equation of the respective region.

Synthetic Aperture Sonar Processing with MMSE Estimation of Image Sample Values

DTIC Science & Technology

2016-12-01

UNCLASSIFIED/UNLIMITED 13. SUPPLEMENTARY NOTES 14. ABSTRACT MMSE (minimum mean- square error) target sample estimation using non-orthogonal basis...orthogonal, they can still be used in a minimum mean‐ square  error (MMSE)  estimator that models the object echo as a weighted sum of the multi‐aspect basis...problem.                     3    Introduction      Minimum mean‐ square  error (MMSE) estimation is applied to target imaging with synthetic aperture

Application of Visible and Near-Infrared Hyperspectral Imaging to Determine Soluble Protein Content in Oilseed Rape Leaves

PubMed Central

Zhang, Chu; Liu, Fei; Kong, Wenwen; He, Yong

2015-01-01

Visible and near-infrared hyperspectral imaging covering spectral range of 380–1030 nm as a rapid and non-destructive method was applied to estimate the soluble protein content of oilseed rape leaves. Average spectrum (500–900 nm) of the region of interest (ROI) of each sample was extracted, and four samples out of 128 samples were defined as outliers by Monte Carlo-partial least squares (MCPLS). Partial least squares (PLS) model using full spectra obtained dependable performance with the correlation coefficient (rp) of 0.9441, root mean square error of prediction (RMSEP) of 0.1658 mg/g and residual prediction deviation (RPD) of 2.98. The weighted regression coefficient (Bw), successive projections algorithm (SPA) and genetic algorithm-partial least squares (GAPLS) selected 18, 15, and 16 sensitive wavelengths, respectively. SPA-PLS model obtained the best performance with rp of 0.9554, RMSEP of 0.1538 mg/g and RPD of 3.25. Distribution of protein content within the rape leaves were visualized and mapped on the basis of the SPA-PLS model. The overall results indicated that hyperspectral imaging could be used to determine and visualize the soluble protein content of rape leaves. PMID:26184198

The Influence of Dimensionality on Estimation in the Partial Credit Model.

ERIC Educational Resources Information Center

De Ayala, R. J.

1995-01-01

The effect of multidimensionality on partial credit model parameter estimation was studied with noncompensatory and compensatory data. Analysis results, consisting of root mean square error bias, Pearson product-moment corrections, standardized root mean squared differences, standardized differences between means, and descriptive statistics…

Modeling error PDF optimization based wavelet neural network modeling of dynamic system and its application in blast furnace ironmaking

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Ping; Wang, Chenyu; Li, Mingjie

In general, the modeling errors of dynamic system model are a set of random variables. The traditional performance index of modeling such as means square error (MSE) and root means square error (RMSE) can not fully express the connotation of modeling errors with stochastic characteristics both in the dimension of time domain and space domain. Therefore, the probability density function (PDF) is introduced to completely describe the modeling errors in both time scales and space scales. Based on it, a novel wavelet neural network (WNN) modeling method is proposed by minimizing the two-dimensional (2D) PDF shaping of modeling errors. First,more » the modeling error PDF by the tradional WNN is estimated using data-driven kernel density estimation (KDE) technique. Then, the quadratic sum of 2D deviation between the modeling error PDF and the target PDF is utilized as performance index to optimize the WNN model parameters by gradient descent method. Since the WNN has strong nonlinear approximation and adaptive capability, and all the parameters are well optimized by the proposed method, the developed WNN model can make the modeling error PDF track the target PDF, eventually. Simulation example and application in a blast furnace ironmaking process show that the proposed method has a higher modeling precision and better generalization ability compared with the conventional WNN modeling based on MSE criteria. Furthermore, the proposed method has more desirable estimation for modeling error PDF that approximates to a Gaussian distribution whose shape is high and narrow.« less

Modeling error PDF optimization based wavelet neural network modeling of dynamic system and its application in blast furnace ironmaking

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Ping; Wang, Chenyu; Li, Mingjie

In general, the modeling errors of dynamic system model are a set of random variables. The traditional performance index of modeling such as means square error (MSE) and root means square error (RMSE) cannot fully express the connotation of modeling errors with stochastic characteristics both in the dimension of time domain and space domain. Therefore, the probability density function (PDF) is introduced to completely describe the modeling errors in both time scales and space scales. Based on it, a novel wavelet neural network (WNN) modeling method is proposed by minimizing the two-dimensional (2D) PDF shaping of modeling errors. First, themore » modeling error PDF by the traditional WNN is estimated using data-driven kernel density estimation (KDE) technique. Then, the quadratic sum of 2D deviation between the modeling error PDF and the target PDF is utilized as performance index to optimize the WNN model parameters by gradient descent method. Since the WNN has strong nonlinear approximation and adaptive capability, and all the parameters are well optimized by the proposed method, the developed WNN model can make the modeling error PDF track the target PDF, eventually. Simulation example and application in a blast furnace ironmaking process show that the proposed method has a higher modeling precision and better generalization ability compared with the conventional WNN modeling based on MSE criteria. However, the proposed method has more desirable estimation for modeling error PDF that approximates to a Gaussian distribution whose shape is high and narrow.« less

Modeling error PDF optimization based wavelet neural network modeling of dynamic system and its application in blast furnace ironmaking

DOE PAGES

Zhou, Ping; Wang, Chenyu; Li, Mingjie; ...

2018-01-31

In general, the modeling errors of dynamic system model are a set of random variables. The traditional performance index of modeling such as means square error (MSE) and root means square error (RMSE) cannot fully express the connotation of modeling errors with stochastic characteristics both in the dimension of time domain and space domain. Therefore, the probability density function (PDF) is introduced to completely describe the modeling errors in both time scales and space scales. Based on it, a novel wavelet neural network (WNN) modeling method is proposed by minimizing the two-dimensional (2D) PDF shaping of modeling errors. First, themore » modeling error PDF by the traditional WNN is estimated using data-driven kernel density estimation (KDE) technique. Then, the quadratic sum of 2D deviation between the modeling error PDF and the target PDF is utilized as performance index to optimize the WNN model parameters by gradient descent method. Since the WNN has strong nonlinear approximation and adaptive capability, and all the parameters are well optimized by the proposed method, the developed WNN model can make the modeling error PDF track the target PDF, eventually. Simulation example and application in a blast furnace ironmaking process show that the proposed method has a higher modeling precision and better generalization ability compared with the conventional WNN modeling based on MSE criteria. However, the proposed method has more desirable estimation for modeling error PDF that approximates to a Gaussian distribution whose shape is high and narrow.« less

Coupled Research in Ocean Acoustics and Signal Processing for the Next Generation of Underwater Acoustic Communication Systems

DTIC Science & Technology

2016-08-05

technique which used unobserved ”intermediate” variables to break a high-dimensional estimation problem such as least- squares (LS) optimization of a large...Least Squares (GEM-LS). The estimator is iterative and the work in this time period focused on characterizing the convergence properties of this...ap- proach by relaxing the statistical assumptions which is termed the Relaxed Approximate Graph-Structured Recursive Least Squares (RAGS-RLS). This

Spatial variability in water-balance model performance in the conterminous United States

USGS Publications Warehouse

Hay, L.E.; McCabe, G.J.

2002-01-01

A monthly water-balance (WB) model was tested in 44 river basins from diverse physiographic and climatic regions across the conterminous United States (U.S.). The WB model includes the concepts of climatic water supply and climatic water demand, seasonality in climatic water supply and demand, and soil-moisture storage. Exhaustive search techniques were employed to determine the optimal set of precipitation and temperature stations, and the optimal set of WB model parameters to use for each basin. It was found that the WB model worked best for basins with: (1) a mean elevation less than 450 meters or greater than 2000 meters, and/or (2) monthly runoff that is greater than 5 millimeters (mm) more than 80 percent of the time. In a separate analysis, a multiple linear regression (MLR) was computed using the adjusted R-square values obtained by comparing measured and estimated monthly runoff of the original 44 river basins as the dependent variable, and combinations of various independent variables [streamflow gauge latitude, longitude, and elevation; basin area, the long-term mean and standard deviation of annual precipitation; temperature and runoff; and low-flow statistics (i.e., the percentage of months with monthly runoff that is less than 5 mm)]. Results from the MLR study showed that the reliability of a WB model for application in a specific region can be estimated from mean basin elevation and the percentage of months with gauged runoff less than 5 mm. The MLR equations were subsequently used to estimate adjusted R-square values for 1,646 gauging stations across the conterminous U.S. Results of this study indicate that WB models can be used reliably to estimate monthly runoff in the eastern U.S., mountainous areas of the western U.S., and the Pacific Northwest. Applications of monthly WB models in the central U.S. can lead to uncertain estimates of runoff.

Power-law modeling based on least-squares minimization criteria.

PubMed

Hernández-Bermejo, B; Fairén, V; Sorribas, A

1999-10-01

The power-law formalism has been successfully used as a modeling tool in many applications. The resulting models, either as Generalized Mass Action or as S-systems models, allow one to characterize the target system and to simulate its dynamical behavior in response to external perturbations and parameter changes. The power-law formalism was first derived as a Taylor series approximation in logarithmic space for kinetic rate-laws. The especial characteristics of this approximation produce an extremely useful systemic representation that allows a complete system characterization. Furthermore, their parameters have a precise interpretation as local sensitivities of each of the individual processes and as rate-constants. This facilitates a qualitative discussion and a quantitative estimation of their possible values in relation to the kinetic properties. Following this interpretation, parameter estimation is also possible by relating the systemic behavior to the underlying processes. Without leaving the general formalism, in this paper we suggest deriving the power-law representation in an alternative way that uses least-squares minimization. The resulting power-law mimics the target rate-law in a wider range of concentration values than the classical power-law. Although the implications of this alternative approach remain to be established, our results show that the predicted steady-state using the least-squares power-law is closest to the actual steady-state of the target system.

a New Method for Calculating the Fractal Dimension of Surface Topography

NASA Astrophysics Data System (ADS)

Zuo, Xue; Zhu, Hua; Zhou, Yuankai; Li, Yan

2015-06-01

A new method termed as three-dimensional root-mean-square (3D-RMS) method, is proposed to calculate the fractal dimension (FD) of machined surfaces. The measure of this method is the root-mean-square value of surface data, and the scale is the side length of square in the projection plane. In order to evaluate the calculation accuracy of the proposed method, the isotropic surfaces with deterministic FD are generated based on the fractional Brownian function and Weierstrass-Mandelbrot (WM) fractal function, and two kinds of anisotropic surfaces are generated by stretching or rotating a WM fractal curve. Their FDs are estimated by the proposed method, as well as differential boxing-counting (DBC) method, triangular prism surface area (TPSA) method and variation method (VM). The results show that the 3D-RMS method performs better than the other methods with a lower relative error for both isotropic and anisotropic surfaces, especially for the surfaces with dimensions higher than 2.5, since the relative error between the estimated value and its theoretical value decreases with theoretical FD. Finally, the electrodeposited surface, end-turning surface and grinding surface are chosen as examples to illustrate the application of 3D-RMS method on the real machined surfaces. This method gives a new way to accurately calculate the FD from the surface topographic data.

Methods for estimating selected low-flow frequency statistics for unregulated streams in Kentucky

USGS Publications Warehouse

Martin, Gary R.; Arihood, Leslie D.

2010-01-01

This report provides estimates of, and presents methods for estimating, selected low-flow frequency statistics for unregulated streams in Kentucky including the 30-day mean low flows for recurrence intervals of 2 and 5 years (30Q2 and 30Q5) and the 7-day mean low flows for recurrence intervals of 5, 10, and 20 years (7Q2, 7Q10, and 7Q20). Estimates of these statistics are provided for 121 U.S. Geological Survey streamflow-gaging stations with data through the 2006 climate year, which is the 12-month period ending March 31 of each year. Data were screened to identify the periods of homogeneous, unregulated flows for use in the analyses. Logistic-regression equations are presented for estimating the annual probability of the selected low-flow frequency statistics being equal to zero. Weighted-least-squares regression equations were developed for estimating the magnitude of the nonzero 30Q2, 30Q5, 7Q2, 7Q10, and 7Q20 low flows. Three low-flow regions were defined for estimating the 7-day low-flow frequency statistics. The explicit explanatory variables in the regression equations include total drainage area and the mapped streamflow-variability index measured from a revised statewide coverage of this characteristic. The percentage of the station low-flow statistics correctly classified as zero or nonzero by use of the logistic-regression equations ranged from 87.5 to 93.8 percent. The average standard errors of prediction of the weighted-least-squares regression equations ranged from 108 to 226 percent. The 30Q2 regression equations have the smallest standard errors of prediction, and the 7Q20 regression equations have the largest standard errors of prediction. The regression equations are applicable only to stream sites with low flows unaffected by regulation from reservoirs and local diversions of flow and to drainage basins in specified ranges of basin characteristics. Caution is advised when applying the equations for basins with characteristics near the applicable limits and for basins with karst drainage features.

Estimation of peak-discharge frequency of urban streams in Jefferson County, Kentucky

USGS Publications Warehouse

Martin, Gary R.; Ruhl, Kevin J.; Moore, Brian L.; Rose, Martin F.

1997-01-01

An investigation of flood-hydrograph characteristics for streams in urban Jefferson County, Kentucky, was made to obtain hydrologic information needed for waterresources management. Equations for estimating peak-discharge frequencies for ungaged streams in the county were developed by combining (1) long-term annual peakdischarge data and rainfall-runoff data collected from 1991 to 1995 in 13 urban basins and (2) long-term annual peak-discharge data in four rural basins located in hydrologically similar areas of neighboring counties. The basins ranged in size from 1.36 to 64.0 square miles. The U.S. Geological Survey Rainfall- Runoff Model (RRM) was calibrated for each of the urban basins. The calibrated models were used with long-term, historical rainfall and pan-evaporation data to simulate 79 years of annual peak-discharge data. Peak-discharge frequencies were estimated by fitting the logarithms of the annual peak discharges to a Pearson-Type III frequency distribution. The simulated peak-discharge frequencies were adjusted for improved reliability by application of bias-correction factors derived from peakdischarge frequencies based on local, observed annual peak discharges. The three-parameter and the preferred seven-parameter nationwide urban-peak-discharge regression equations previously developed by USGS investigators provided biased (high) estimates for the urban basins studied. Generalized-least-square regression procedures were used to relate peakdischarge frequency to selected basin characteristics. Regression equations were developed to estimate peak-discharge frequency by adjusting peak-dischargefrequency estimates made by use of the threeparameter nationwide urban regression equations. The regression equations are presented in equivalent forms as functions of contributing drainage area, main-channel slope, and basin development factor, which is an index for measuring the efficiency of the basin drainage system. Estimates of peak discharges for streams in the county can be made for the 2-, 5-, 10-, 25-, 50-, and 100-year recurrence intervals by use of the regression equations. The average standard errors of prediction of the regression equations ranges from ? 34 to ? 45 percent. The regression equations are applicable to ungaged streams in the county having a specific range of basin characteristics.

Multiway analysis methods applied to the fluorescence excitation-emission dataset for the simultaneous quantification of valsartan and amlodipine in tablets

NASA Astrophysics Data System (ADS)

Dinç, Erdal; Ertekin, Zehra Ceren; Büker, Eda

2017-09-01

In this study, excitation-emission matrix datasets, which have strong overlapping bands, were processed by using four different chemometric calibration algorithms consisting of parallel factor analysis, Tucker3, three-way partial least squares and unfolded partial least squares for the simultaneous quantitative estimation of valsartan and amlodipine besylate in tablets. In analyses, preliminary separation step was not used before the application of parallel factor analysis Tucker3, three-way partial least squares and unfolded partial least squares approaches for the analysis of the related drug substances in samples. Three-way excitation-emission matrix data array was obtained by concatenating excitation-emission matrices of the calibration set, validation set, and commercial tablet samples. The excitation-emission matrix data array was used to get parallel factor analysis, Tucker3, three-way partial least squares and unfolded partial least squares calibrations and to predict the amounts of valsartan and amlodipine besylate in samples. For all the methods, calibration and prediction of valsartan and amlodipine besylate were performed in the working concentration ranges of 0.25-4.50 μg/mL. The validity and the performance of all the proposed methods were checked by using the validation parameters. From the analysis results, it was concluded that the described two-way and three-way algorithmic methods were very useful for the simultaneous quantitative resolution and routine analysis of the related drug substances in marketed samples.

Non-Cartesian MRI Reconstruction With Automatic Regularization Via Monte-Carlo SURE

PubMed Central

Weller, Daniel S.; Nielsen, Jon-Fredrik; Fessler, Jeffrey A.

2013-01-01

Magnetic resonance image (MRI) reconstruction from undersampled k-space data requires regularization to reduce noise and aliasing artifacts. Proper application of regularization however requires appropriate selection of associated regularization parameters. In this work, we develop a data-driven regularization parameter adjustment scheme that minimizes an estimate (based on the principle of Stein’s unbiased risk estimate—SURE) of a suitable weighted squared-error measure in k-space. To compute this SURE-type estimate, we propose a Monte-Carlo scheme that extends our previous approach to inverse problems (e.g., MRI reconstruction) involving complex-valued images. Our approach depends only on the output of a given reconstruction algorithm and does not require knowledge of its internal workings, so it is capable of tackling a wide variety of reconstruction algorithms and nonquadratic regularizers including total variation and those based on the ℓ1-norm. Experiments with simulated and real MR data indicate that the proposed approach is capable of providing near mean squared-error (MSE) optimal regularization parameters for single-coil undersampled non-Cartesian MRI reconstruction. PMID:23591478

A hybrid experimental-numerical technique for determining 3D velocity fields from planar 2D PIV data

NASA Astrophysics Data System (ADS)

Eden, A.; Sigurdson, M.; Mezić, I.; Meinhart, C. D.

2016-09-01

Knowledge of 3D, three component velocity fields is central to the understanding and development of effective microfluidic devices for lab-on-chip mixing applications. In this paper we present a hybrid experimental-numerical method for the generation of 3D flow information from 2D particle image velocimetry (PIV) experimental data and finite element simulations of an alternating current electrothermal (ACET) micromixer. A numerical least-squares optimization algorithm is applied to a theory-based 3D multiphysics simulation in conjunction with 2D PIV data to generate an improved estimation of the steady state velocity field. This 3D velocity field can be used to assess mixing phenomena more accurately than would be possible through simulation alone. Our technique can also be used to estimate uncertain quantities in experimental situations by fitting the gathered field data to a simulated physical model. The optimization algorithm reduced the root-mean-squared difference between the experimental and simulated velocity fields in the target region by more than a factor of 4, resulting in an average error less than 12% of the average velocity magnitude.

Hysteresis modeling of magnetic shape memory alloy actuator based on Krasnosel'skii-Pokrovskii model.

PubMed

Zhou, Miaolei; Wang, Shoubin; Gao, Wei

2013-01-01

As a new type of intelligent material, magnetically shape memory alloy (MSMA) has a good performance in its applications in the actuator manufacturing. Compared with traditional actuators, MSMA actuator has the advantages as fast response and large deformation; however, the hysteresis nonlinearity of the MSMA actuator restricts its further improving of control precision. In this paper, an improved Krasnosel'skii-Pokrovskii (KP) model is used to establish the hysteresis model of MSMA actuator. To identify the weighting parameters of the KP operators, an improved gradient correction algorithm and a variable step-size recursive least square estimation algorithm are proposed in this paper. In order to demonstrate the validity of the proposed modeling approach, simulation experiments are performed, simulations with improved gradient correction algorithm and variable step-size recursive least square estimation algorithm are studied, respectively. Simulation results of both identification algorithms demonstrate that the proposed modeling approach in this paper can establish an effective and accurate hysteresis model for MSMA actuator, and it provides a foundation for improving the control precision of MSMA actuator.

Estimating the magnitude of annual peak discharges with recurrence intervals between 1.1 and 3.0 years for rural, unregulated streams in West Virginia

USGS Publications Warehouse

Wiley, Jeffrey B.; Atkins, John T.; Newell, Dawn A.

2002-01-01

Multiple and simple least-squares regression models for the log10-transformed 1.5- and 2-year recurrence intervals of peak discharges with independent variables describing the basin characteristics (log10-transformed and untransformed) for 236 streamflow-gaging stations were evaluated, and the regression residuals were plotted as areal distributions that defined three regions in West Virginia designated as East, North, and South. Regional equations for the 1.1-, 1.2-, 1.3-, 1.4-, 1.5-, 1.6-, 1.7-, 1.8-, 1.9-, 2.0-, 2.5-, and 3-year recurrence intervals of peak discharges were determined by generalized least-squares regression. Log10-transformed drainage area was the most significant independent variable for all regions. Equations developed in this study are applicable only to rural, unregulated streams within the boundaries of West Virginia. The accuracies of estimating equations are quantified by measuring the average prediction error (from 27.4 to 52.4 percent) and equivalent years of record (from 1.1 to 3.4 years).

Hysteresis Modeling of Magnetic Shape Memory Alloy Actuator Based on Krasnosel'skii-Pokrovskii Model

PubMed Central

Wang, Shoubin; Gao, Wei

2013-01-01

As a new type of intelligent material, magnetically shape memory alloy (MSMA) has a good performance in its applications in the actuator manufacturing. Compared with traditional actuators, MSMA actuator has the advantages as fast response and large deformation; however, the hysteresis nonlinearity of the MSMA actuator restricts its further improving of control precision. In this paper, an improved Krasnosel'skii-Pokrovskii (KP) model is used to establish the hysteresis model of MSMA actuator. To identify the weighting parameters of the KP operators, an improved gradient correction algorithm and a variable step-size recursive least square estimation algorithm are proposed in this paper. In order to demonstrate the validity of the proposed modeling approach, simulation experiments are performed, simulations with improved gradient correction algorithm and variable step-size recursive least square estimation algorithm are studied, respectively. Simulation results of both identification algorithms demonstrate that the proposed modeling approach in this paper can establish an effective and accurate hysteresis model for MSMA actuator, and it provides a foundation for improving the control precision of MSMA actuator. PMID:23737730

Application of Fourier transform infrared spectroscopy and orthogonal projections to latent structures/partial least squares regression for estimation of procyanidins average degree of polymerisation.

PubMed

Passos, Cláudia P; Cardoso, Susana M; Barros, António S; Silva, Carlos M; Coimbra, Manuel A

2010-02-28

Fourier transform infrared (FTIR) spectroscopy has being emphasised as a widespread technique in the quick assess of food components. In this work, procyanidins were extracted with methanol and acetone/water from the seeds of white and red grape varieties. A fractionation by graded methanol/chloroform precipitations allowed to obtain 26 samples that were characterised using thiolysis as pre-treatment followed by HPLC-UV and MS detection. The average degree of polymerisation (DPn) of the procyanidins in the samples ranged from 2 to 11 flavan-3-ol residues. FTIR spectroscopy within the wavenumbers region of 1800-700 cm(-1) allowed to build a partial least squares (PLS1) regression model with 8 latent variables (LVs) for the estimation of the DPn, giving a RMSECV of 11.7%, with a R(2) of 0.91 and a RMSEP of 2.58. The application of orthogonal projection to latent structures (O-PLS1) clarifies the interpretation of the regression model vectors. Moreover, the O-PLS procedure has removed 88% of non-correlated variations with the DPn, allowing to relate the increase of the absorbance peaks at 1203 and 1099 cm(-1) with the increase of the DPn due to the higher proportion of substitutions in the aromatic ring of the polymerised procyanidin molecules. Copyright 2009 Elsevier B.V. All rights reserved.

Improvements in Spectrum's fit to program data tool.

PubMed

Mahiane, Severin G; Marsh, Kimberly; Grantham, Kelsey; Crichlow, Shawna; Caceres, Karen; Stover, John

2017-04-01

The Joint United Nations Program on HIV/AIDS-supported Spectrum software package (Glastonbury, Connecticut, USA) is used by most countries worldwide to monitor the HIV epidemic. In Spectrum, HIV incidence trends among adults (aged 15-49 years) are derived by either fitting to seroprevalence surveillance and survey data or generating curves consistent with program and vital registration data, such as historical trends in the number of newly diagnosed infections or people living with HIV and AIDS related deaths. This article describes development and application of the fit to program data (FPD) tool in Joint United Nations Program on HIV/AIDS' 2016 estimates round. In the FPD tool, HIV incidence trends are described as a simple or double logistic function. Function parameters are estimated from historical program data on newly reported HIV cases, people living with HIV or AIDS-related deaths. Inputs can be adjusted for proportions undiagnosed or misclassified deaths. Maximum likelihood estimation or minimum chi-squared distance methods are used to identify the best fitting curve. Asymptotic properties of the estimators from these fits are used to estimate uncertainty. The FPD tool was used to fit incidence for 62 countries in 2016. Maximum likelihood and minimum chi-squared distance methods gave similar results. A double logistic curve adequately described observed trends in all but four countries where a simple logistic curve performed better. Robust HIV-related program and vital registration data are routinely available in many middle-income and high-income countries, whereas HIV seroprevalence surveillance and survey data may be scarce. In these countries, the FPD tool offers a simpler, improved approach to estimating HIV incidence trends.

Moments and Root-Mean-Square Error of the Bayesian MMSE Estimator of Classification Error in the Gaussian Model.

PubMed

Zollanvari, Amin; Dougherty, Edward R

2014-06-01

The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because the error must be estimated using the same data from which the classifier has been designed. Use of prior knowledge, in the form of a prior distribution on an uncertainty class of feature-label distributions to which the true, but unknown, feature-distribution belongs, can facilitate accurate error estimation (in the mean-square sense) in circumstances where accurate completely model-free error estimation is impossible. This paper provides analytic asymptotically exact finite-sample approximations for various performance metrics of the resulting Bayesian Minimum Mean-Square-Error (MMSE) error estimator in the case of linear discriminant analysis (LDA) in the multivariate Gaussian model. These performance metrics include the first, second, and cross moments of the Bayesian MMSE error estimator with the true error of LDA, and therefore, the Root-Mean-Square (RMS) error of the estimator. We lay down the theoretical groundwork for Kolmogorov double-asymptotics in a Bayesian setting, which enables us to derive asymptotic expressions of the desired performance metrics. From these we produce analytic finite-sample approximations and demonstrate their accuracy via numerical examples. Various examples illustrate the behavior of these approximations and their use in determining the necessary sample size to achieve a desired RMS. The Supplementary Material contains derivations for some equations and added figures.

PROPOSED MODIFICATIONS OF K2-TEMPERATURE RELATION AND LEAST SQUARES ESTIMATES OF BOD (BIOCHEMICAL OXYGEN DEMAND) PARAMETERS

EPA Science Inventory

A technique is presented for finding the least squares estimates for the ultimate biochemical oxygen demand (BOD) and rate coefficient for the BOD reaction without resorting to complicated computer algorithms or subjective graphical methods. This may be used in stream water quali...

RLS Channel Estimation with Adaptive Forgetting Factor for DS-CDMA Frequency-Domain Equalization

NASA Astrophysics Data System (ADS)

Kojima, Yohei; Tomeba, Hiromichi; Takeda, Kazuaki; Adachi, Fumiyuki

Frequency-domain equalization (FDE) based on the minimum mean square error (MMSE) criterion can increase the downlink bit error rate (BER) performance of DS-CDMA beyond that possible with conventional rake combining in a frequency-selective fading channel. FDE requires accurate channel estimation. Recently, we proposed a pilot-assisted channel estimation (CE) based on the MMSE criterion. Using MMSE-CE, the channel estimation accuracy is almost insensitive to the pilot chip sequence, and a good BER performance is achieved. In this paper, we propose a channel estimation scheme using one-tap recursive least square (RLS) algorithm, where the forgetting factor is adapted to the changing channel condition by the least mean square (LMS)algorithm, for DS-CDMA with FDE. We evaluate the BER performance using RLS-CE with adaptive forgetting factor in a frequency-selective fast Rayleigh fading channel by computer simulation.

The influence of a time-varying least squares parametric model when estimating SFOAEs evoked with swept-frequency tones

NASA Astrophysics Data System (ADS)

Hajicek, Joshua J.; Selesnick, Ivan W.; Henin, Simon; Talmadge, Carrick L.; Long, Glenis R.

2018-05-01

Stimulus frequency otoacoustic emissions (SFOAEs) were evoked and estimated using swept-frequency tones with and without the use of swept suppressor tones. SFOAEs were estimated using a least-squares fitting procedure. The estimated SFOAEs for the two paradigms (with- and without-suppression) were similar in amplitude and phase. The fitting procedure minimizes the square error between a parametric model of total ear-canal pressure (with unknown amplitudes and phases) and ear-canal pressure acquired during each paradigm. Modifying the parametric model to allow SFOAE amplitude and phase to vary over time revealed additional amplitude and phase fine structure in the without-suppressor, but not the with-suppressor paradigm. The use of a time-varying parametric model to estimate SFOAEs without-suppression may provide additional information about cochlear mechanics not available when using a with-suppressor paradigm.

Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?

NASA Technical Reports Server (NTRS)

Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander

2016-01-01

Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.

An empirical Bayes approach for the Poisson life distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1973-01-01

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

Adaptive Square-Root Cubature-Quadrature Kalman Particle Filter for satellite attitude determination using vector observations

NASA Astrophysics Data System (ADS)

Kiani, Maryam; Pourtakdoust, Seid H.

2014-12-01

A novel algorithm is presented in this study for estimation of spacecraft's attitudes and angular rates from vector observations. In this regard, a new cubature-quadrature particle filter (CQPF) is initially developed that uses the Square-Root Cubature-Quadrature Kalman Filter (SR-CQKF) to generate the importance proposal distribution. The developed CQPF scheme avoids the basic limitation of particle filter (PF) with regards to counting the new measurements. Subsequently, CQPF is enhanced to adjust the sample size at every time step utilizing the idea of confidence intervals, thus improving the efficiency and accuracy of the newly proposed adaptive CQPF (ACQPF). In addition, application of the q-method for filter initialization has intensified the computation burden as well. The current study also applies ACQPF to the problem of attitude estimation of a low Earth orbit (LEO) satellite. For this purpose, the undertaken satellite is equipped with a three-axis magnetometer (TAM) as well as a sun sensor pack that provide noisy geomagnetic field data and Sun direction measurements, respectively. The results and performance of the proposed filter are investigated and compared with those of the extended Kalman filter (EKF) and the standard particle filter (PF) utilizing a Monte Carlo simulation. The comparison demonstrates the viability and the accuracy of the proposed nonlinear estimator.

Regional regression of flood characteristics employing historical information

USGS Publications Warehouse

Tasker, Gary D.; Stedinger, J.R.

1987-01-01

Streamflow gauging networks provide hydrologic information for use in estimating the parameters of regional regression models. The regional regression models can be used to estimate flood statistics, such as the 100 yr peak, at ungauged sites as functions of drainage basin characteristics. A recent innovation in regional regression is the use of a generalized least squares (GLS) estimator that accounts for unequal station record lengths and sample cross correlation among the flows. However, this technique does not account for historical flood information. A method is proposed here to adjust this generalized least squares estimator to account for possible information about historical floods available at some stations in a region. The historical information is assumed to be in the form of observations of all peaks above a threshold during a long period outside the systematic record period. A Monte Carlo simulation experiment was performed to compare the GLS estimator adjusted for historical floods with the unadjusted GLS estimator and the ordinary least squares estimator. Results indicate that using the GLS estimator adjusted for historical information significantly improves the regression model. ?? 1987.

On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

ERIC Educational Resources Information Center

Beauducel, Andre; Herzberg, Philipp Yorck

2006-01-01

This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

One-Dimensional Transport with Inflow and Storage (OTIS): A Solute Transport Model for Streams and Rivers

USGS Publications Warehouse

Runkel, Robert L.

1998-01-01

OTIS is a mathematical simulation model used to characterize the fate and transport of water-borne solutes in streams and rivers. The governing equation underlying the model is the advection-dispersion equation with additional terms to account for transient storage, lateral inflow, first-order decay, and sorption. This equation and the associated equations describing transient storage and sorption are solved using a Crank-Nicolson finite-difference solution. OTIS may be used in conjunction with data from field-scale tracer experiments to quantify the hydrologic parameters affecting solute transport. This application typically involves a trial-and-error approach wherein parameter estimates are adjusted to obtain an acceptable match between simulated and observed tracer concentrations. Additional applications include analyses of nonconservative solutes that are subject to sorption processes or first-order decay. OTIS-P, a modified version of OTIS, couples the solution of the governing equation with a nonlinear regression package. OTIS-P determines an optimal set of parameter estimates that minimize the squared differences between the simulated and observed concentrations, thereby automating the parameter estimation process. This report details the development and application of OTIS and OTIS-P. Sections of the report describe model theory, input/output specifications, sample applications, and installation instructions.

NLSE: Parameter-Based Inversion Algorithm

NASA Astrophysics Data System (ADS)

Sabbagh, Harold A.; Murphy, R. Kim; Sabbagh, Elias H.; Aldrin, John C.; Knopp, Jeremy S.

Chapter 11 introduced us to the notion of an inverse problem and gave us some examples of the value of this idea to the solution of realistic industrial problems. The basic inversion algorithm described in Chap. 11 was based upon the Gauss-Newton theory of nonlinear least-squares estimation and is called NLSE in this book. In this chapter we will develop the mathematical background of this theory more fully, because this algorithm will be the foundation of inverse methods and their applications during the remainder of this book. We hope, thereby, to introduce the reader to the application of sophisticated mathematical concepts to engineering practice without introducing excessive mathematical sophistication.

Adaptive neuro fuzzy inference system-based power estimation method for CMOS VLSI circuits

NASA Astrophysics Data System (ADS)

Vellingiri, Govindaraj; Jayabalan, Ramesh

2018-03-01

Recent advancements in very large scale integration (VLSI) technologies have made it feasible to integrate millions of transistors on a single chip. This greatly increases the circuit complexity and hence there is a growing need for less-tedious and low-cost power estimation techniques. The proposed work employs Back-Propagation Neural Network (BPNN) and Adaptive Neuro Fuzzy Inference System (ANFIS), which are capable of estimating the power precisely for the complementary metal oxide semiconductor (CMOS) VLSI circuits, without requiring any knowledge on circuit structure and interconnections. The ANFIS to power estimation application is relatively new. Power estimation using ANFIS is carried out by creating initial FIS modes using hybrid optimisation and back-propagation (BP) techniques employing constant and linear methods. It is inferred that ANFIS with the hybrid optimisation technique employing the linear method produces better results in terms of testing error that varies from 0% to 0.86% when compared to BPNN as it takes the initial fuzzy model and tunes it by means of a hybrid technique combining gradient descent BP and mean least-squares optimisation algorithms. ANFIS is the best suited for power estimation application with a low RMSE of 0.0002075 and a high coefficient of determination (R) of 0.99961.

Regularization Methods for High-Dimensional Instrumental Variables Regression With an Application to Genetical Genomics

PubMed Central

Lin, Wei; Feng, Rui; Li, Hongzhe

2014-01-01

In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be much larger than the sample size. Motivated by such modern applications, we consider the problem of variable selection and estimation in high-dimensional sparse instrumental variables models. To overcome the difficulty of high dimensionality and unknown optimal instruments, we propose a two-stage regularization framework for identifying and estimating important covariate effects while selecting and estimating optimal instruments. The methodology extends the classical two-stage least squares estimator to high dimensions by exploiting sparsity using sparsity-inducing penalty functions in both stages. The resulting procedure is efficiently implemented by coordinate descent optimization. For the representative L1 regularization and a class of concave regularization methods, we establish estimation, prediction, and model selection properties of the two-stage regularized estimators in the high-dimensional setting where the dimensionality of co-variates and instruments are both allowed to grow exponentially with the sample size. The practical performance of the proposed method is evaluated by simulation studies and its usefulness is illustrated by an analysis of mouse obesity data. Supplementary materials for this article are available online. PMID:26392642

A Geomagnetic Estimate of Mean Paleointensity

NASA Technical Reports Server (NTRS)

Voorhies, Coerte V.

2004-01-01

To test a statistical hypothesis about Earth's magnetic field against paleomagnetism, the present field is used to estimate time averaged paleointensity. The estimate used the modern magnetic multipole spectrum R(n), which gives the mean square induction represented by spherical harmonics of degree n averaged over the sphere of radius a = 6371.2 km. The hypothesis asserts that low degree multi-pole powers of the coresource field are distributed as chi-squared with 2n+1 degrees of freedom and expectation values, where c is the 3480 km radius of the Earth's core. (This is compatible with a usually mainly geocentric axial dipolar field). Amplitude K is estimated by fitting theoretical to observational spectra through degree 12. The resulting calibrated expectation spectrum is summed through degree 12 to estimate expected square intensity F(exp 2). The sum also estimates F(exp 2) averaged over geologic time, in so far as the present magnetic spectrum is a fair sample of that generated in the past by core geodynamic processes. Additional information is included in the original extended abstract.

Asymptotic Analysis Of The Total Least Squares ESPRIT Algorithm'

NASA Astrophysics Data System (ADS)

Ottersten, B. E.; Viberg, M.; Kailath, T.

1989-11-01

This paper considers the problem of estimating the parameters of multiple narrowband signals arriving at an array of sensors. Modern approaches to this problem often involve costly procedures for calculating the estimates. The ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) algorithm was recently proposed as a means for obtaining accurate estimates without requiring a costly search of the parameter space. This method utilizes an array invariance to arrive at a computationally efficient multidimensional estimation procedure. Herein, the asymptotic distribution of the estimation error is derived for the Total Least Squares (TLS) version of ESPRIT. The Cramer-Rao Bound (CRB) for the ESPRIT problem formulation is also derived and found to coincide with the variance of the asymptotic distribution through numerical examples. The method is also compared to least squares ESPRIT and MUSIC as well as to the CRB for a calibrated array. Simulations indicate that the theoretic expressions can be used to accurately predict the performance of the algorithm.

Estimation of suspended-sediment rating curves and mean suspended-sediment loads

USGS Publications Warehouse

Crawford, Charles G.

1991-01-01

A simulation study was done to evaluate: (1) the accuracy and precision of parameter estimates for the bias-corrected, transformed-linear and non-linear models obtained by the method of least squares; (2) the accuracy of mean suspended-sediment loads calculated by the flow-duration, rating-curve method using model parameters obtained by the alternative methods. Parameter estimates obtained by least squares for the bias-corrected, transformed-linear model were considerably more precise than those obtained for the non-linear or weighted non-linear model. The accuracy of parameter estimates obtained for the biascorrected, transformed-linear and weighted non-linear model was similar and was much greater than the accuracy obtained by non-linear least squares. The improved parameter estimates obtained by the biascorrected, transformed-linear or weighted non-linear model yield estimates of mean suspended-sediment load calculated by the flow-duration, rating-curve method that are more accurate and precise than those obtained for the non-linear model.

Load forecasting via suboptimal seasonal autoregressive models and iteratively reweighted least squares estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mbamalu, G.A.N.; El-Hawary, M.E.

The authors propose suboptimal least squares or IRWLS procedures for estimating the parameters of a seasonal multiplicative AR model encountered during power system load forecasting. The proposed method involves using an interactive computer environment to estimate the parameters of a seasonal multiplicative AR process. The method comprises five major computational steps. The first determines the order of the seasonal multiplicative AR process, and the second uses the least squares or the IRWLS to estimate the optimal nonseasonal AR model parameters. In the third step one obtains the intermediate series by back forecast, which is followed by using the least squaresmore » or the IRWLS to estimate the optimal season AR parameters. The final step uses the estimated parameters to forecast future load. The method is applied to predict the Nova Scotia Power Corporation's 168 lead time hourly load. The results obtained are documented and compared with results based on the Box and Jenkins method.« less

Estimation of Flood-Frequency Discharges for Rural, Unregulated Streams in West Virginia

USGS Publications Warehouse

Wiley, Jeffrey B.; Atkins, John T.

2010-01-01

Flood-frequency discharges were determined for 290 streamgage stations having a minimum of 9 years of record in West Virginia and surrounding states through the 2006 or 2007 water year. No trend was determined in the annual peaks used to calculate the flood-frequency discharges. Multiple and simple least-squares regression equations for the 100-year (1-percent annual-occurrence probability) flood discharge with independent variables that describe the basin characteristics were developed for 290 streamgage stations in West Virginia and adjacent states. The regression residuals for the models were evaluated and used to define three regions of the State, designated as Eastern Panhandle, Central Mountains, and Western Plateaus. Exploratory data analysis procedures identified 44 streamgage stations that were excluded from the development of regression equations representative of rural, unregulated streams in West Virginia. Regional equations for the 1.1-, 1.5-, 2-, 5-, 10-, 25-, 50-, 100-, 200-, and 500-year flood discharges were determined by generalized least-squares regression using data from the remaining 246 streamgage stations. Drainage area was the only significant independent variable determined for all equations in all regions. Procedures developed to estimate flood-frequency discharges on ungaged streams were based on (1) regional equations and (2) drainage-area ratios between gaged and ungaged locations on the same stream. The procedures are applicable only to rural, unregulated streams within the boundaries of West Virginia that have drainage areas within the limits of the stations used to develop the regional equations (from 0.21 to 1,461 square miles in the Eastern Panhandle, from 0.10 to 1,619 square miles in the Central Mountains, and from 0.13 to 1,516 square miles in the Western Plateaus). The accuracy of the equations is quantified by measuring the average prediction error (from 21.7 to 56.3 percent) and equivalent years of record (from 2.0 to 70.9 years).

A simple method for processing data with least square method

NASA Astrophysics Data System (ADS)

Wang, Chunyan; Qi, Liqun; Chen, Yongxiang; Pang, Guangning

2017-08-01

The least square method is widely used in data processing and error estimation. The mathematical method has become an essential technique for parameter estimation, data processing, regression analysis and experimental data fitting, and has become a criterion tool for statistical inference. In measurement data analysis, the distribution of complex rules is usually based on the least square principle, i.e., the use of matrix to solve the final estimate and to improve its accuracy. In this paper, a new method is presented for the solution of the method which is based on algebraic computation and is relatively straightforward and easy to understand. The practicability of this method is described by a concrete example.

Estimating Traffic Accidents in Turkey Using Differential Evolution Algorithm

NASA Astrophysics Data System (ADS)

Akgüngör, Ali Payıdar; Korkmaz, Ersin

2017-06-01

Estimating traffic accidents play a vital role to apply road safety procedures. This study proposes Differential Evolution Algorithm (DEA) models to estimate the number of accidents in Turkey. In the model development, population (P) and the number of vehicles (N) are selected as model parameters. Three model forms, linear, exponential and semi-quadratic models, are developed using DEA with the data covering from 2000 to 2014. Developed models are statistically compared to select the best fit model. The results of the DE models show that the linear model form is suitable to estimate the number of accidents. The statistics of this form is better than other forms in terms of performance criteria which are the Mean Absolute Percentage Errors (MAPE) and the Root Mean Square Errors (RMSE). To investigate the performance of linear DE model for future estimations, a ten-year period from 2015 to 2024 is considered. The results obtained from future estimations reveal the suitability of DE method for road safety applications.

Linking topology of tethered polymer rings with applications to chromosome segregation and estimation of the knotting length.

PubMed

Marko, John F

2009-05-01

The Gauss linking number (Ca) of two flexible polymer rings which are tethered to one another is investigated. For ideal random walks, mean linking-squared varies with the square root of polymer length while for self-avoiding walks, linking-squared increases logarithmically with polymer length. The free-energy cost of linking of polymer rings is therefore strongly dependent on degree of self-avoidance, i.e., on intersegment excluded volume. Scaling arguments and numerical data are used to determine the free-energy cost of fixed linking number in both the fluctuation and large-Ca regimes; for ideal random walks, for |Ca|>N;{1/4} , the free energy of catenation is found to grow proportional, variant|Ca/N;{1/4}|;{4/3} . When excluded volume interactions between segments are present, the free energy rapidly approaches a linear dependence on Gauss linking (dF/dCa approximately 3.7k_{B}T) , suggestive of a novel "catenation condensation" effect. These results are used to show that condensation of long entangled polymers along their length, so as to increase excluded volume while decreasing number of statistical segments, can drive disentanglement if a mechanism is present to permit topology change. For chromosomal DNA molecules, lengthwise condensation is therefore an effective means to bias topoisomerases to eliminate catenations between replicated chromatids. The results for mean-square catenation are also used to provide a simple approximate estimate for the "knotting length," or number of segments required to have a knot along a single circular polymer, explaining why the knotting length ranges from approximately 300 for an ideal random walk to 10;{6} for a self-avoiding walk.

Using Least Squares for Error Propagation

ERIC Educational Resources Information Center

Tellinghuisen, Joel

2015-01-01

The method of least-squares (LS) has a built-in procedure for estimating the standard errors (SEs) of the adjustable parameters in the fit model: They are the square roots of the diagonal elements of the covariance matrix. This means that one can use least-squares to obtain numerical values of propagated errors by defining the target quantities as…

2015 RECS Square Footage Methodology

EIA Publications

2017-01-01

The square footage, or size, of a home is an important characteristic in understanding its energy use. The amounts of energy used for major end uses such as space heating and air conditioning are strongly related to the size of the home. The Residential Energy Consumption Survey (RECS), conducted by the U.S. Energy Information Administration (EIA), collects information about the size of the responding housing units as part of the data collection protocol. The methods used to collect data on housing unit size produce square footage estimates that are unique to RECS because they are designed to capture the energy-consuming space within a home. This document discusses how the 2015 RECS square footage estimates were produced.

A Genetic Algorithm Approach to Nonlinear Least Squares Estimation

ERIC Educational Resources Information Center

Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.

2004-01-01

A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…

Multilevel Modeling and Ordinary Least Squares Regression: How Comparable Are They?

ERIC Educational Resources Information Center

Huang, Francis L.

2018-01-01

Studies analyzing clustered data sets using both multilevel models (MLMs) and ordinary least squares (OLS) regression have generally concluded that resulting point estimates, but not the standard errors, are comparable with each other. However, the accuracy of the estimates of OLS models is important to consider, as several alternative techniques…

A new linear least squares method for T1 estimation from SPGR signals with multiple TRs

NASA Astrophysics Data System (ADS)

Chang, Lin-Ching; Koay, Cheng Guan; Basser, Peter J.; Pierpaoli, Carlo

2009-02-01

The longitudinal relaxation time, T1, can be estimated from two or more spoiled gradient recalled echo x (SPGR) images with two or more flip angles and one or more repetition times (TRs). The function relating signal intensity and the parameters are nonlinear; T1 maps can be computed from SPGR signals using nonlinear least squares regression. A widely-used linear method transforms the nonlinear model by assuming a fixed TR in SPGR images. This constraint is not desirable since multiple TRs are a clinically practical way to reduce the total acquisition time, to satisfy the required resolution, and/or to combine SPGR data acquired at different times. A new linear least squares method is proposed using the first order Taylor expansion. Monte Carlo simulations of SPGR experiments are used to evaluate the accuracy and precision of the estimated T1 from the proposed linear and the nonlinear methods. We show that the new linear least squares method provides T1 estimates comparable in both precision and accuracy to those from the nonlinear method, allowing multiple TRs and reducing computation time significantly.

Accuracy of maximum likelihood and least-squares estimates in the lidar slope method with noisy data.

PubMed

Eberhard, Wynn L

2017-04-01

The maximum likelihood estimator (MLE) is derived for retrieving the extinction coefficient and zero-range intercept in the lidar slope method in the presence of random and independent Gaussian noise. Least-squares fitting, weighted by the inverse of the noise variance, is equivalent to the MLE. Monte Carlo simulations demonstrate that two traditional least-squares fitting schemes, which use different weights, are less accurate. Alternative fitting schemes that have some positive attributes are introduced and evaluated. The principal factors governing accuracy of all these schemes are elucidated. Applying these schemes to data with Poisson rather than Gaussian noise alters accuracy little, even when the signal-to-noise ratio is low. Methods to estimate optimum weighting factors in actual data are presented. Even when the weighting estimates are coarse, retrieval accuracy declines only modestly. Mathematical tools are described for predicting retrieval accuracy. Least-squares fitting with inverse variance weighting has optimum accuracy for retrieval of parameters from single-wavelength lidar measurements when noise, errors, and uncertainties are Gaussian distributed, or close to optimum when only approximately Gaussian.

Using Remote Sensing Data to Evaluate Surface Soil Properties in Alabama Ultisols

NASA Technical Reports Server (NTRS)

Sullivan, Dana G.; Shaw, Joey N.; Rickman, Doug; Mask, Paul L.; Luvall, Jeff

2005-01-01

Evaluation of surface soil properties via remote sensing could facilitate soil survey mapping, erosion prediction and allocation of agrochemicals for precision management. The objective of this study was to evaluate the relationship between soil spectral signature and surface soil properties in conventionally managed row crop systems. High-resolution RS data were acquired over bare fields in the Coastal Plain, Appalachian Plateau, and Ridge and Valley provinces of Alabama using the Airborne Terrestrial Applications Sensor multispectral scanner. Soils ranged from sandy Kandiudults to fine textured Rhodudults. Surface soil samples (0-1 cm) were collected from 163 sampling points for soil organic carbon, particle size distribution, and citrate dithionite extractable iron content. Surface roughness, soil water content, and crusting were also measured during sampling. Two methods of analysis were evaluated: 1) multiple linear regression using common spectral band ratios, and 2) partial least squares regression. Our data show that thermal infrared spectra are highly, linearly related to soil organic carbon, sand and clay content. Soil organic carbon content was the most difficult to quantify in these highly weathered systems, where soil organic carbon was generally less than 1.2%. Estimates of sand and clay content were best using partial least squares regression at the Valley site, explaining 42-59% of the variability. In the Coastal Plain, sandy surfaces prone to crusting limited estimates of sand and clay content via partial least squares and regression with common band ratios. Estimates of iron oxide content were a function of mineralogy and best accomplished using specific band ratios, with regression explaining 36-65% of the variability at the Valley and Coastal Plain sites, respectively.

Regional regression equations to estimate peak-flow frequency at sites in North Dakota using data through 2009

USGS Publications Warehouse

Williams-Sether, Tara

2015-08-06

Annual peak-flow frequency data from 231 U.S. Geological Survey streamflow-gaging stations in North Dakota and parts of Montana, South Dakota, and Minnesota, with 10 or more years of unregulated peak-flow record, were used to develop regional regression equations for exceedance probabilities of 0.5, 0.20, 0.10, 0.04, 0.02, 0.01, and 0.002 using generalized least-squares techniques. Updated peak-flow frequency estimates for 262 streamflow-gaging stations were developed using data through 2009 and log-Pearson Type III procedures outlined by the Hydrology Subcommittee of the Interagency Advisory Committee on Water Data. An average generalized skew coefficient was determined for three hydrologic zones in North Dakota. A StreamStats web application was developed to estimate basin characteristics for the regional regression equation analysis. Methods for estimating a weighted peak-flow frequency for gaged sites and ungaged sites are presented.

Inertial and time-of-arrival ranging sensor fusion.

PubMed

Vasilyev, Paul; Pearson, Sean; El-Gohary, Mahmoud; Aboy, Mateo; McNames, James

2017-05-01

Wearable devices with embedded kinematic sensors including triaxial accelerometers, gyroscopes, and magnetometers are becoming widely used in applications for tracking human movement in domains that include sports, motion gaming, medicine, and wellness. The kinematic sensors can be used to estimate orientation, but can only estimate changes in position over short periods of time. We developed a prototype sensor that includes ultra wideband ranging sensors and kinematic sensors to determine the feasibility of fusing the two sensor technologies to estimate both orientation and position. We used a state space model and applied the unscented Kalman filter to fuse the sensor information. Our results demonstrate that it is possible to estimate orientation and position with less error than is possible with either sensor technology alone. In our experiment we obtained a position root mean square error of 5.2cm and orientation error of 4.8° over a 15min recording. Copyright © 2017 Elsevier B.V. All rights reserved.

Implementation of a Target State Estimator for the Air-to-Air Attack Mode of the AFTI/F-16.

DTIC Science & Technology

1987-12-01

presents a discussion of the portion of the AFTI/F-16 aircraft relative to this thesis, including sensors and the digital flight control system ( DFCS ...system ( DFCS ). All sensor data are digitized and sent to one or more digital computers for processing. The flight control computers convert flight...the square of the magnitude of the target’s inertial turn rate, is developed from the application of the Coriolis theorem, written as Id Td dt dt

Geographic information system/watershed model interface

USGS Publications Warehouse

Fisher, Gary T.

1989-01-01

Geographic information systems allow for the interactive analysis of spatial data related to water-resources investigations. A conceptual design for an interface between a geographic information system and a watershed model includes functions for the estimation of model parameter values. Design criteria include ease of use, minimal equipment requirements, a generic data-base management system, and use of a macro language. An application is demonstrated for a 90.1-square-kilometer subbasin of the Patuxent River near Unity, Maryland, that performs automated derivation of watershed parameters for hydrologic modeling.

Variable forgetting factor mechanisms for diffusion recursive least squares algorithm in sensor networks

NASA Astrophysics Data System (ADS)

Zhang, Ling; Cai, Yunlong; Li, Chunguang; de Lamare, Rodrigo C.

2017-12-01

In this work, we present low-complexity variable forgetting factor (VFF) techniques for diffusion recursive least squares (DRLS) algorithms. Particularly, we propose low-complexity VFF-DRLS algorithms for distributed parameter and spectrum estimation in sensor networks. For the proposed algorithms, they can adjust the forgetting factor automatically according to the posteriori error signal. We develop detailed analyses in terms of mean and mean square performance for the proposed algorithms and derive mathematical expressions for the mean square deviation (MSD) and the excess mean square error (EMSE). The simulation results show that the proposed low-complexity VFF-DRLS algorithms achieve superior performance to the existing DRLS algorithm with fixed forgetting factor when applied to scenarios of distributed parameter and spectrum estimation. Besides, the simulation results also demonstrate a good match for our proposed analytical expressions.

The DES Science Verification Weak Lensing Shear Catalogs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jarvis, M.

We present weak lensing shear catalogs for 139 square degrees of data taken during the Science Verification (SV) time for the new Dark Energy Camera (DECam) being used for the Dark Energy Survey (DES). We describe our object selection, point spread function estimation and shear measurement procedures using two independent shear pipelines, IM3SHAPE and NGMIX, which produce catalogs of 2.12 million and 3.44 million galaxies respectively. We also detail a set of null tests for the shear measurements and find that they pass the requirements for systematic errors at the level necessary for weak lensing science applications using the SVmore » data. Furthermore, we discuss some of the planned algorithmic improvements that will be necessary to produce sufficiently accurate shear catalogs for the full 5-year DES, which is expected to cover 5000 square degrees.« less

The DES Science Verification Weak Lensing Shear Catalogs

DOE PAGES

Jarvis, M.

2016-05-01

We present weak lensing shear catalogs for 139 square degrees of data taken during the Science Verification (SV) time for the new Dark Energy Camera (DECam) being used for the Dark Energy Survey (DES). We describe our object selection, point spread function estimation and shear measurement procedures using two independent shear pipelines, IM3SHAPE and NGMIX, which produce catalogs of 2.12 million and 3.44 million galaxies respectively. We also detail a set of null tests for the shear measurements and find that they pass the requirements for systematic errors at the level necessary for weak lensing science applications using the SVmore » data. Furthermore, we discuss some of the planned algorithmic improvements that will be necessary to produce sufficiently accurate shear catalogs for the full 5-year DES, which is expected to cover 5000 square degrees.« less

Applicability of Monte Carlo cross validation technique for model development and validation using generalised least squares regression

NASA Astrophysics Data System (ADS)

Haddad, Khaled; Rahman, Ataur; A Zaman, Mohammad; Shrestha, Surendra

2013-03-01

SummaryIn regional hydrologic regression analysis, model selection and validation are regarded as important steps. Here, the model selection is usually based on some measurements of goodness-of-fit between the model prediction and observed data. In Regional Flood Frequency Analysis (RFFA), leave-one-out (LOO) validation or a fixed percentage leave out validation (e.g., 10%) is commonly adopted to assess the predictive ability of regression-based prediction equations. This paper develops a Monte Carlo Cross Validation (MCCV) technique (which has widely been adopted in Chemometrics and Econometrics) in RFFA using Generalised Least Squares Regression (GLSR) and compares it with the most commonly adopted LOO validation approach. The study uses simulated and regional flood data from the state of New South Wales in Australia. It is found that when developing hydrologic regression models, application of the MCCV is likely to result in a more parsimonious model than the LOO. It has also been found that the MCCV can provide a more realistic estimate of a model's predictive ability when compared with the LOO.

Nonparametric probability density estimation by optimization theoretic techniques

NASA Technical Reports Server (NTRS)

Scott, D. W.

1976-01-01

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

Wind Tunnel Strain-Gage Balance Calibration Data Analysis Using a Weighted Least Squares Approach

NASA Technical Reports Server (NTRS)

Ulbrich, N.; Volden, T.

2017-01-01

A new approach is presented that uses a weighted least squares fit to analyze wind tunnel strain-gage balance calibration data. The weighted least squares fit is specifically designed to increase the influence of single-component loadings during the regression analysis. The weighted least squares fit also reduces the impact of calibration load schedule asymmetries on the predicted primary sensitivities of the balance gages. A weighting factor between zero and one is assigned to each calibration data point that depends on a simple count of its intentionally loaded load components or gages. The greater the number of a data point's intentionally loaded load components or gages is, the smaller its weighting factor becomes. The proposed approach is applicable to both the Iterative and Non-Iterative Methods that are used for the analysis of strain-gage balance calibration data in the aerospace testing community. The Iterative Method uses a reasonable estimate of the tare corrected load set as input for the determination of the weighting factors. The Non-Iterative Method, on the other hand, uses gage output differences relative to the natural zeros as input for the determination of the weighting factors. Machine calibration data of a six-component force balance is used to illustrate benefits of the proposed weighted least squares fit. In addition, a detailed derivation of the PRESS residuals associated with a weighted least squares fit is given in the appendices of the paper as this information could not be found in the literature. These PRESS residuals may be needed to evaluate the predictive capabilities of the final regression models that result from a weighted least squares fit of the balance calibration data.

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Use of Landsat imagery to estimate ground-water pumpage for irrigation on the Columbia Plateau in eastern Washington, 1985

USGS Publications Warehouse

Van Metre, P.C.; Seevers, Paul

1991-01-01

A method for estimating ground-water pumpage for irrigation was developed for the Columbia Plateau in eastern Washington. The method combines water-application rates estimated from pumpage data with acreage of irrigated crops that was mapped by using Landsat imagery. The study area consisted of Grant, Lincoln, Adams, and Franklin Counties, an area of approximately 8,900 square miles, and accounts for approximately three-fourths of the ground-water pumpage in the Columbia Plateau in eastern Washington. Data from two passes of Landsat's multispectral scanner were analyzed by using a spectral band ratioing procedure to map irrigated crops for the study area. Data from one pass of Landsat's thematic mapper, covering approximately two-thirds of the study area, also were analyzed for determining irrigated crops in the area resulting in a 6-percent improvement in accuracy over the multispectral scanner analysis. A total of 576 annual water-application rates associated with particular crops, for the 1982 through 1985 seasons, were calculated. A regression equation was developed for estimating annual water-application rates as a function of crop type, annual precipitation, irrigation system type, and available water capacity of the soil. Crops were grouped into three water-use categories: (1) small grains, primarily wheat and barley; (2) high water-use crops consisting of corn, alfalfa, and potatoes; and (3) miscellaneous vegetable and row crops. Annual water-application rates, expressed as a depth of water, then were multiplied by irrigated area determined by Landsat to estimate a volume of water pumped for irrigation for 1985-620,000 acre-feet. An assessment of accuracy for estimating pumpage for 28 of the sites showed that total predicted pumpage was within 4 percent of the total observed pumpage.

Sampling system for wheat (Triticum aestivum L) area estimation using digital LANDSAT MSS data and aerial photographs. [Brazil

NASA Technical Reports Server (NTRS)

Parada, N. D. J. (Principal Investigator); Moreira, M. A.; Chen, S. C.; Batista, G. T.

1984-01-01

A procedure to estimate wheat (Triticum aestivum L) area using sampling technique based on aerial photographs and digital LANDSAT MSS data is developed. Aerial photographs covering 720 square km are visually analyzed. To estimate wheat area, a regression approach is applied using different sample sizes and various sampling units. As the size of sampling unit decreased, the percentage of sampled area required to obtain similar estimation performance also decreased. The lowest percentage of the area sampled for wheat estimation with relatively high precision and accuracy through regression estimation is 13.90% using 10 square km as the sampling unit. Wheat area estimation using only aerial photographs is less precise and accurate than those obtained by regression estimation.

Estimating selected low-flow frequency statistics and harmonic-mean flows for ungaged, unregulated streams in Indiana

USGS Publications Warehouse

Martin, Gary R.; Fowler, Kathleen K.; Arihood, Leslie D.

2016-09-06

Information on low-flow characteristics of streams is essential for the management of water resources. This report provides equations for estimating the 1-, 7-, and 30-day mean low flows for a recurrence interval of 10 years and the harmonic-mean flow at ungaged, unregulated stream sites in Indiana. These equations were developed using the low-flow statistics and basin characteristics for 108 continuous-record streamgages in Indiana with at least 10 years of daily mean streamflow data through the 2011 climate year (April 1 through March 31). The equations were developed in cooperation with the Indiana Department of Environmental Management.Regression techniques were used to develop the equations for estimating low-flow frequency statistics and the harmonic-mean flows on the basis of drainage-basin characteristics. A geographic information system was used to measure basin characteristics for selected streamgages. A final set of 25 basin characteristics measured at all the streamgages were evaluated to choose the best predictors of the low-flow statistics.Logistic-regression equations applicable statewide are presented for estimating the probability that selected low-flow frequency statistics equal zero. These equations use the explanatory variables total drainage area, average transmissivity of the full thickness of the unconsolidated deposits within 1,000 feet of the stream network, and latitude of the basin outlet. The percentage of the streamgage low-flow statistics correctly classified as zero or nonzero using the logistic-regression equations ranged from 86.1 to 88.9 percent.Generalized-least-squares regression equations applicable statewide for estimating nonzero low-flow frequency statistics use total drainage area, the average hydraulic conductivity of the top 70 feet of unconsolidated deposits, the slope of the basin, and the index of permeability and thickness of the Quaternary surficial sediments as explanatory variables. The average standard error of prediction of these regression equations ranges from 55.7 to 61.5 percent.Regional weighted-least-squares regression equations were developed for estimating the harmonic-mean flows by dividing the State into three low-flow regions. The Northern region uses total drainage area and the average transmissivity of the entire thickness of unconsolidated deposits as explanatory variables. The Central region uses total drainage area, the average hydraulic conductivity of the entire thickness of unconsolidated deposits, and the index of permeability and thickness of the Quaternary surficial sediments. The Southern region uses total drainage area and the percent of the basin covered by forest. The average standard error of prediction for these equations ranges from 39.3 to 66.7 percent.The regional regression equations are applicable only to stream sites with low flows unaffected by regulation and to stream sites with drainage basin characteristic values within specified limits. Caution is advised when applying the equations for basins with characteristics near the applicable limits and for basins with karst drainage features and for urbanized basins. Extrapolations near and beyond the applicable basin characteristic limits will have unknown errors that may be large. Equations are presented for use in estimating the 90-percent prediction interval of the low-flow statistics estimated by use of the regression equations at a given stream site.The regression equations are to be incorporated into the U.S. Geological Survey StreamStats Web-based application for Indiana. StreamStats allows users to select a stream site on a map and automatically measure the needed basin characteristics and compute the estimated low-flow statistics and associated prediction intervals.

Per-pixel bias-variance decomposition of continuous errors in data-driven geospatial modeling: A case study in environmental remote sensing

NASA Astrophysics Data System (ADS)

Gao, Jing; Burt, James E.

2017-12-01

This study investigates the usefulness of a per-pixel bias-variance error decomposition (BVD) for understanding and improving spatially-explicit data-driven models of continuous variables in environmental remote sensing (ERS). BVD is a model evaluation method originated from machine learning and have not been examined for ERS applications. Demonstrated with a showcase regression tree model mapping land imperviousness (0-100%) using Landsat images, our results showed that BVD can reveal sources of estimation errors, map how these sources vary across space, reveal the effects of various model characteristics on estimation accuracy, and enable in-depth comparison of different error metrics. Specifically, BVD bias maps can help analysts identify and delineate model spatial non-stationarity; BVD variance maps can indicate potential effects of ensemble methods (e.g. bagging), and inform efficient training sample allocation - training samples should capture the full complexity of the modeled process, and more samples should be allocated to regions with more complex underlying processes rather than regions covering larger areas. Through examining the relationships between model characteristics and their effects on estimation accuracy revealed by BVD for both absolute and squared errors (i.e. error is the absolute or the squared value of the difference between observation and estimate), we found that the two error metrics embody different diagnostic emphases, can lead to different conclusions about the same model, and may suggest different solutions for performance improvement. We emphasize BVD's strength in revealing the connection between model characteristics and estimation accuracy, as understanding this relationship empowers analysts to effectively steer performance through model adjustments.

Constrained State Estimation for Individual Localization in Wireless Body Sensor Networks

PubMed Central

Feng, Xiaoxue; Snoussi, Hichem; Liang, Yan; Jiao, Lianmeng

2014-01-01

Wireless body sensor networks based on ultra-wideband radio have recently received much research attention due to its wide applications in health-care, security, sports and entertainment. Accurate localization is a fundamental problem to realize the development of effective location-aware applications above. In this paper the problem of constrained state estimation for individual localization in wireless body sensor networks is addressed. Priori knowledge about geometry among the on-body nodes as additional constraint is incorporated into the traditional filtering system. The analytical expression of state estimation with linear constraint to exploit the additional information is derived. Furthermore, for nonlinear constraint, first-order and second-order linearizations via Taylor series expansion are proposed to transform the nonlinear constraint to the linear case. Examples between the first-order and second-order nonlinear constrained filters based on interacting multiple model extended kalman filter (IMM-EKF) show that the second-order solution for higher order nonlinearity as present in this paper outperforms the first-order solution, and constrained IMM-EKF obtains superior estimation than IMM-EKF without constraint. Another brownian motion individual localization example also illustrates the effectiveness of constrained nonlinear iterative least square (NILS), which gets better filtering performance than NILS without constraint. PMID:25390408

Low flow of streams in the Susquehanna River basin of New York

USGS Publications Warehouse

Randall, Allan D.

2011-01-01

The principal source of streamflow during periods of low flow in the Susquehanna River basin of New York is the discharge of groundwater from sand-and-gravel deposits. Spatial variation in low flow is mostly a function of differences in three watershed properties: the amount of water that is introduced to the watershed and available for runoff, the extent of surficial sand and gravel relative to till-mantled bedrock, and the extent of wetlands. These three properties were consistently significant in regression equations that were developed to estimate several indices of low flow expressed in cubic feet per second or in cubic feet per second per square mile. The equations explain 90 to 99 percent of the spatial variation in low flow. A few equations indicate that underflow that bypasses streamflow-measurement sites through permeable sand and gravel can significantly decrease low flows. Analytical and numerical groundwater-flow models indicate that spatial extent, hydraulic conductivity and thickness, storage capacity, and topography of stratified sandand- gravel deposits affect low-flow yields from those deposits. Model-simulated discharge of groundwater to streams at low flow reaches a maximum where hydraulic-conductivity values are about 15 feet per day (in valleys 0.5 mile wide) to 60 feet per day (in valleys 1 mile wide). These hydraulic-conductivity values are much larger than those that are considered typical of till and bedrock, but smaller than values reported for productive sand-and-gravel aquifers in some valley reaches in New York. Differences in the properties of till and bedrock and in land-surface slope or relief within the Susquehanna River basin of New York apparently have little effect on low flow. Three regression equations were selected for practical application in estimating 7-day mean low flows in cubic feet per second with 10-year and 2-year recurrence intervals, and 90-percent flow duration, at ungaged sites draining more than 30 square miles; standard errors were 0.88, 1.40, and 1.95 cubic feet per second, respectively. Equations that express low flows in cubic feet per second per square mile were selected for estimating these three indices at ungaged sites draining less than 30 square miles; standard errors were 0.012, 0.018, and 0.022 cubic feet per second per square mile, respectively.

Application of the Polynomial-Based Least Squares and Total Least Squares Models for the Attenuated Total Reflection Fourier Transform Infrared Spectra of Binary Mixtures of Hydroxyl Compounds.

PubMed

Shan, Peng; Peng, Silong; Zhao, Yuhui; Tang, Liang

2016-03-01

An analysis of binary mixtures of hydroxyl compound by Attenuated Total Reflection Fourier transform infrared spectroscopy (ATR FT-IR) and classical least squares (CLS) yield large model error due to the presence of unmodeled components such as H-bonded components. To accommodate these spectral variations, polynomial-based least squares (LSP) and polynomial-based total least squares (TLSP) are proposed to capture the nonlinear absorbance-concentration relationship. LSP is based on assuming that only absorbance noise exists; while TLSP takes both absorbance noise and concentration noise into consideration. In addition, based on different solving strategy, two optimization algorithms (limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm and Levenberg-Marquardt (LM) algorithm) are combined with TLSP and then two different TLSP versions (termed as TLSP-LBFGS and TLSP-LM) are formed. The optimum order of each nonlinear model is determined by cross-validation. Comparison and analyses of the four models are made from two aspects: absorbance prediction and concentration prediction. The results for water-ethanol solution and ethanol-ethyl lactate solution show that LSP, TLSP-LBFGS, and TLSP-LM can, for both absorbance prediction and concentration prediction, obtain smaller root mean square error of prediction than CLS. Additionally, they can also greatly enhance the accuracy of estimated pure component spectra. However, from the view of concentration prediction, the Wilcoxon signed rank test shows that there is no statistically significant difference between each nonlinear model and CLS. © The Author(s) 2016.

Optimum nonparametric estimation of population density based on ordered distances

USGS Publications Warehouse

Patil, S.A.; Kovner, J.L.; Burnham, Kenneth P.

1982-01-01

The asymptotic mean and error mean square are determined for the nonparametric estimator of plant density by distance sampling proposed by Patil, Burnham and Kovner (1979, Biometrics 35, 597-604. On the basis of these formulae, a bias-reduced version of this estimator is given, and its specific form is determined which gives minimum mean square error under varying assumptions about the true probability density function of the sampled data. Extension is given to line-transect sampling.

A survey of the state of the art and focused research in range systems, task 2

NASA Technical Reports Server (NTRS)

Yao, K.

1986-01-01

Contract generated publications are compiled which describe the research activities for the reporting period. Study topics include: equivalent configurations of systolic arrays; least squares estimation algorithms with systolic array architectures; modeling and equilization of nonlinear bandlimited satellite channels; and least squares estimation and Kalman filtering by systolic arrays.

Assessing Compliance-Effect Bias in the Two Stage Least Squares Estimator

ERIC Educational Resources Information Center

Reardon, Sean; Unlu, Fatih; Zhu, Pei; Bloom, Howard

2011-01-01

The proposed paper studies the bias in the two-stage least squares, or 2SLS, estimator that is caused by the compliance-effect covariance (hereafter, the compliance-effect bias). It starts by deriving the formula for the bias in an infinite sample (i.e., in the absence of finite sample bias) under different circumstances. Specifically, it…

Sample Size Calculation for Estimating or Testing a Nonzero Squared Multiple Correlation Coefficient

ERIC Educational Resources Information Center

Krishnamoorthy, K.; Xia, Yanping

2008-01-01

The problems of hypothesis testing and interval estimation of the squared multiple correlation coefficient of a multivariate normal distribution are considered. It is shown that available one-sided tests are uniformly most powerful, and the one-sided confidence intervals are uniformly most accurate. An exact method of calculating sample size to…

An Extension of Least Squares Estimation of IRT Linking Coefficients for the Graded Response Model

ERIC Educational Resources Information Center

Kim, Seonghoon

2010-01-01

The three types (generalized, unweighted, and weighted) of least squares methods, proposed by Ogasawara, for estimating item response theory (IRT) linking coefficients under dichotomous models are extended to the graded response model. A simulation study was conducted to confirm the accuracy of the extended formulas, and a real data study was…

A Study on Grid-Square Statistics Based Estimation of Regional Electricity Demand and Regional Potential Capacity of Distributed Generators

NASA Astrophysics Data System (ADS)

Kato, Takeyoshi; Sugimoto, Hiroyuki; Suzuoki, Yasuo

We established a procedure for estimating regional electricity demand and regional potential capacity of distributed generators (DGs) by using a grid square statistics data set. A photovoltaic power system (PV system) for residential use and a co-generation system (CGS) for both residential and commercial use were taken into account. As an example, the result regarding Aichi prefecture was presented in this paper. The statistical data of the number of households by family-type and the number of employees by business category for about 4000 grid-square with 1km × 1km area was used to estimate the floor space or the electricity demand distribution. The rooftop area available for installing PV systems was also estimated with the grid-square statistics data set. Considering the relation between a capacity of existing CGS and a scale-index of building where CGS is installed, the potential capacity of CGS was estimated for three business categories, i.e. hotel, hospital, store. In some regions, the potential capacity of PV systems was estimated to be about 10,000kW/km2, which corresponds to the density of the existing area with intensive installation of PV systems. Finally, we discussed the ratio of regional potential capacity of DGs to regional maximum electricity demand for deducing the appropriate capacity of DGs in the model of future electricity distribution system.

A method of bias correction for maximal reliability with dichotomous measures.

PubMed

Penev, Spiridon; Raykov, Tenko

2010-02-01

This paper is concerned with the reliability of weighted combinations of a given set of dichotomous measures. Maximal reliability for such measures has been discussed in the past, but the pertinent estimator exhibits a considerable bias and mean squared error for moderate sample sizes. We examine this bias, propose a procedure for bias correction, and develop a more accurate asymptotic confidence interval for the resulting estimator. In most empirically relevant cases, the bias correction and mean squared error correction can be performed simultaneously. We propose an approximate (asymptotic) confidence interval for the maximal reliability coefficient, discuss the implementation of this estimator, and investigate the mean squared error of the associated asymptotic approximation. We illustrate the proposed methods using a numerical example.

Maximum likelihood estimation in calibrating a stereo camera setup.

PubMed

Muijtjens, A M; Roos, J M; Arts, T; Hasman, A

1999-02-01

Motion and deformation of the cardiac wall may be measured by following the positions of implanted radiopaque markers in three dimensions, using two x-ray cameras simultaneously. Regularly, calibration of the position measurement system is obtained by registration of the images of a calibration object, containing 10-20 radiopaque markers at known positions. Unfortunately, an accidental change of the position of a camera after calibration requires complete recalibration. Alternatively, redundant information in the measured image positions of stereo pairs can be used for calibration. Thus, a separate calibration procedure can be avoided. In the current study a model is developed that describes the geometry of the camera setup by five dimensionless parameters. Maximum Likelihood (ML) estimates of these parameters were obtained in an error analysis. It is shown that the ML estimates can be found by application of a nonlinear least squares procedure. Compared to the standard unweighted least squares procedure, the ML method resulted in more accurate estimates without noticeable bias. The accuracy of the ML method was investigated in relation to the object aperture. The reconstruction problem appeared well conditioned as long as the object aperture is larger than 0.1 rad. The angle between the two viewing directions appeared to be the parameter that was most likely to cause major inaccuracies in the reconstruction of the 3-D positions of the markers. Hence, attempts to improve the robustness of the method should primarily focus on reduction of the error in this parameter.

Determination of suitable drying curve model for bread moisture loss during baking

NASA Astrophysics Data System (ADS)

Soleimani Pour-Damanab, A. R.; Jafary, A.; Rafiee, S.

2013-03-01

This study presents mathematical modelling of bread moisture loss or drying during baking in a conventional bread baking process. In order to estimate and select the appropriate moisture loss curve equation, 11 different models, semi-theoretical and empirical, were applied to the experimental data and compared according to their correlation coefficients, chi-squared test and root mean square error which were predicted by nonlinear regression analysis. Consequently, of all the drying models, a Page model was selected as the best one, according to the correlation coefficients, chi-squared test, and root mean square error values and its simplicity. Mean absolute estimation error of the proposed model by linear regression analysis for natural and forced convection modes was 2.43, 4.74%, respectively.

Semisupervised Clustering by Iterative Partition and Regression with Neuroscience Applications

PubMed Central

Qian, Guoqi; Wu, Yuehua; Ferrari, Davide; Qiao, Puxue; Hollande, Frédéric

2016-01-01

Regression clustering is a mixture of unsupervised and supervised statistical learning and data mining method which is found in a wide range of applications including artificial intelligence and neuroscience. It performs unsupervised learning when it clusters the data according to their respective unobserved regression hyperplanes. The method also performs supervised learning when it fits regression hyperplanes to the corresponding data clusters. Applying regression clustering in practice requires means of determining the underlying number of clusters in the data, finding the cluster label of each data point, and estimating the regression coefficients of the model. In this paper, we review the estimation and selection issues in regression clustering with regard to the least squares and robust statistical methods. We also provide a model selection based technique to determine the number of regression clusters underlying the data. We further develop a computing procedure for regression clustering estimation and selection. Finally, simulation studies are presented for assessing the procedure, together with analyzing a real data set on RGB cell marking in neuroscience to illustrate and interpret the method. PMID:27212939

Estimation of the ARNO model baseflow parameters using daily streamflow data

NASA Astrophysics Data System (ADS)

Abdulla, F. A.; Lettenmaier, D. P.; Liang, Xu

1999-09-01

An approach is described for estimation of baseflow parameters of the ARNO model, using historical baseflow recession sequences extracted from daily streamflow records. This approach allows four of the model parameters to be estimated without rainfall data, and effectively facilitates partitioning of the parameter estimation procedure so that parsimonious search procedures can be used to estimate the remaining storm response parameters separately. Three methods of optimization are evaluated for estimation of four baseflow parameters. These methods are the downhill Simplex (S), Simulated Annealing combined with the Simplex method (SA) and Shuffled Complex Evolution (SCE). These estimation procedures are explored in conjunction with four objective functions: (1) ordinary least squares; (2) ordinary least squares with Box-Cox transformation; (3) ordinary least squares on prewhitened residuals; (4) ordinary least squares applied to prewhitened with Box-Cox transformation of residuals. The effects of changing the seed random generator for both SA and SCE methods are also explored, as are the effects of the bounds of the parameters. Although all schemes converge to the same values of the objective function, SCE method was found to be less sensitive to these issues than both the SA and the Simplex schemes. Parameter uncertainty and interactions are investigated through estimation of the variance-covariance matrix and confidence intervals. As expected the parameters were found to be correlated and the covariance matrix was found to be not diagonal. Furthermore, the linearized confidence interval theory failed for about one-fourth of the catchments while the maximum likelihood theory did not fail for any of the catchments.

Nonlinear filtering properties of detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Kiyono, Ken; Tsujimoto, Yutaka

2016-11-01

Detrended fluctuation analysis (DFA) has been widely used for quantifying long-range correlation and fractal scaling behavior. In DFA, to avoid spurious detection of scaling behavior caused by a nonstationary trend embedded in the analyzed time series, a detrending procedure using piecewise least-squares fitting has been applied. However, it has been pointed out that the nonlinear filtering properties involved with detrending may induce instabilities in the scaling exponent estimation. To understand this issue, we investigate the adverse effects of the DFA detrending procedure on the statistical estimation. We show that the detrending procedure using piecewise least-squares fitting results in the nonuniformly weighted estimation of the root-mean-square deviation and that this property could induce an increase in the estimation error. In addition, for comparison purposes, we investigate the performance of a centered detrending moving average analysis with a linear detrending filter and sliding window DFA and show that these methods have better performance than the standard DFA.

Doppler-shift estimation of flat underwater channel using data-aided least-square approach

NASA Astrophysics Data System (ADS)

Pan, Weiqiang; Liu, Ping; Chen, Fangjiong; Ji, Fei; Feng, Jing

2015-06-01

In this paper we proposed a dada-aided Doppler estimation method for underwater acoustic communication. The training sequence is non-dedicate, hence it can be designed for Doppler estimation as well as channel equalization. We assume the channel has been equalized and consider only flat-fading channel. First, based on the training symbols the theoretical received sequence is composed. Next the least square principle is applied to build the objective function, which minimizes the error between the composed and the actual received signal. Then an iterative approach is applied to solve the least square problem. The proposed approach involves an outer loop and inner loop, which resolve the channel gain and Doppler coefficient, respectively. The theoretical performance bound, i.e. the Cramer-Rao Lower Bound (CRLB) of estimation is also derived. Computer simulations results show that the proposed algorithm achieves the CRLB in medium to high SNR cases.

The effect of S-wave arrival times on the accuracy of hypocenter estimation

USGS Publications Warehouse

Gomberg, J.S.; Shedlock, K.M.; Roecker, S.W.

1990-01-01

We have examined the theoretical basis behind some of the widely accepted "rules of thumb' for obtaining accurate hypocenter estimates that pertain to the use of S phases and illustrate, in a variety of ways, why and when these "rules' are applicable. Most methods used to determine earthquake hypocenters are based on iterative, linearized, least-squares algorithms. We examine the influence of S-phase arrival time data on such algorithms by using the program HYPOINVERSE with synthetic datasets. We conclude that a correctly timed S phase recorded within about 1.4 focal depth's distance from the epicenter can be a powerful constraint on focal depth. Furthermore, we demonstrate that even a single incorrectly timed S phase can result in depth estimates and associated measures of uncertainty that are significantly incorrect. -from Authors

Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters

NASA Astrophysics Data System (ADS)

Bates, Bryson C.; Townley, Lloyd R.

1988-05-01

In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).

Adaptive Elastic Net for Generalized Methods of Moments.

PubMed

Caner, Mehmet; Zhang, Hao Helen

2014-01-30

Model selection and estimation are crucial parts of econometrics. This paper introduces a new technique that can simultaneously estimate and select the model in generalized method of moments (GMM) context. The GMM is particularly powerful for analyzing complex data sets such as longitudinal and panel data, and it has wide applications in econometrics. This paper extends the least squares based adaptive elastic net estimator of Zou and Zhang (2009) to nonlinear equation systems with endogenous variables. The extension is not trivial and involves a new proof technique due to estimators lack of closed form solutions. Compared to Bridge-GMM of Caner (2009), we allow for the number of parameters to diverge to infinity as well as collinearity among a large number of variables, also the redundant parameters set to zero via a data dependent technique. This method has the oracle property, meaning that we can estimate nonzero parameters with their standard limit and the redundant parameters are dropped from the equations simultaneously. Numerical examples are used to illustrate the performance of the new method.

A Systematic Approach to Sensor Selection for Aircraft Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2009-01-01

A systematic approach for selecting an optimal suite of sensors for on-board aircraft gas turbine engine health estimation is presented. The methodology optimally chooses the engine sensor suite and the model tuning parameter vector to minimize the Kalman filter mean squared estimation error in the engine s health parameters or other unmeasured engine outputs. This technique specifically addresses the underdetermined estimation problem where there are more unknown system health parameters representing degradation than available sensor measurements. This paper presents the theoretical estimation error equations, and describes the optimization approach that is applied to select the sensors and model tuning parameters to minimize these errors. Two different model tuning parameter vector selection approaches are evaluated: the conventional approach of selecting a subset of health parameters to serve as the tuning parameters, and an alternative approach that selects tuning parameters as a linear combination of all health parameters. Results from the application of the technique to an aircraft engine simulation are presented, and compared to those from an alternative sensor selection strategy.

Measurement System Characterization in the Presence of Measurement Errors

NASA Technical Reports Server (NTRS)

Commo, Sean A.

2012-01-01

In the calibration of a measurement system, data are collected in order to estimate a mathematical model between one or more factors of interest and a response. Ordinary least squares is a method employed to estimate the regression coefficients in the model. The method assumes that the factors are known without error; yet, it is implicitly known that the factors contain some uncertainty. In the literature, this uncertainty is known as measurement error. The measurement error affects both the estimates of the model coefficients and the prediction, or residual, errors. There are some methods, such as orthogonal least squares, that are employed in situations where measurement errors exist, but these methods do not directly incorporate the magnitude of the measurement errors. This research proposes a new method, known as modified least squares, that combines the principles of least squares with knowledge about the measurement errors. This knowledge is expressed in terms of the variance ratio - the ratio of response error variance to measurement error variance.

Channel estimation based on quantized MMP for FDD massive MIMO downlink

NASA Astrophysics Data System (ADS)

Guo, Yao-ting; Wang, Bing-he; Qu, Yi; Cai, Hua-jie

2016-10-01

In this paper, we consider channel estimation for Massive MIMO systems operating in frequency division duplexing mode. By exploiting the sparsity of propagation paths in Massive MIMO channel, we develop a compressed sensing(CS) based channel estimator which can reduce the pilot overhead. As compared with the conventional least squares (LS) and linear minimum mean square error(LMMSE) estimation, the proposed algorithm is based on the quantized multipath matching pursuit - MMP - reduced the pilot overhead and performs better than other CS algorithms. The simulation results demonstrate the advantage of the proposed algorithm over various existing methods including the LS, LMMSE, CoSaMP and conventional MMP estimators.

A Geomagnetic Estimate of Mean Paleointensity

NASA Technical Reports Server (NTRS)

Voorhies, Coerte

2004-01-01

To test a statistical hypothesis about Earth's magnetic field against paleomagnetism, the present field is used to estimate time averaged paleointensity. The estimate uses the modem magnetic multipole spectrum R(n), which gives the mean square induction represented by spherical harmonics of degree n averaged over the sphere of radius a = 6371.2 km. The hypothesis asserts that the low degree multipole powers of the core-source field are distributed as chi-squared with 2n+l degrees of freedom and expectation values {R(n)} = K[(n+l/2)/n(n+l](c/a)(sup 2n+4), where c is the 3480 km radius of Earth's core. (This is compatible with a usually mainly geocentric axial dipolar field). Amplitude K is estimated by fitting theoretical to observational spectra through degree 12. The resulting calibrated expectation spectrum is summed through degree 12 to estimate expected square intensity {F(sup 2)}. The sum also estimates {F(sup 2)} averaged over geologic time, in so far as the present magnetic spectrum is a fair sample of that generated in the past by core geodynamic processes.

Computation of nonlinear least squares estimator and maximum likelihood using principles in matrix calculus

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi; Balasiddamuni, P.

2017-11-01

This paper uses matrix calculus techniques to obtain Nonlinear Least Squares Estimator (NLSE), Maximum Likelihood Estimator (MLE) and Linear Pseudo model for nonlinear regression model. David Pollard and Peter Radchenko [1] explained analytic techniques to compute the NLSE. However the present research paper introduces an innovative method to compute the NLSE using principles in multivariate calculus. This study is concerned with very new optimization techniques used to compute MLE and NLSE. Anh [2] derived NLSE and MLE of a heteroscedatistic regression model. Lemcoff [3] discussed a procedure to get linear pseudo model for nonlinear regression model. In this research article a new technique is developed to get the linear pseudo model for nonlinear regression model using multivariate calculus. The linear pseudo model of Edmond Malinvaud [4] has been explained in a very different way in this paper. David Pollard et.al used empirical process techniques to study the asymptotic of the LSE (Least-squares estimation) for the fitting of nonlinear regression function in 2006. In Jae Myung [13] provided a go conceptual for Maximum likelihood estimation in his work “Tutorial on maximum likelihood estimation

On recursive least-squares filtering algorithms and implementations. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Hsieh, Shih-Fu

1990-01-01

In many real-time signal processing applications, fast and numerically stable algorithms for solving least-squares problems are necessary and important. In particular, under non-stationary conditions, these algorithms must be able to adapt themselves to reflect the changes in the system and take appropriate adjustments to achieve optimum performances. Among existing algorithms, the QR-decomposition (QRD)-based recursive least-squares (RLS) methods have been shown to be useful and effective for adaptive signal processing. In order to increase the speed of processing and achieve high throughput rate, many algorithms are being vectorized and/or pipelined to facilitate high degrees of parallelism. A time-recursive formulation of RLS filtering employing block QRD will be considered first. Several methods, including a new non-continuous windowing scheme based on selectively rejecting contaminated data, were investigated for adaptive processing. Based on systolic triarrays, many other forms of systolic arrays are shown to be capable of implementing different algorithms. Various updating and downdating systolic algorithms and architectures for RLS filtering are examined and compared in details, which include Householder reflector, Gram-Schmidt procedure, and Givens rotation. A unified approach encompassing existing square-root-free algorithms is also proposed. For the sinusoidal spectrum estimation problem, a judicious method of separating the noise from the signal is of great interest. Various truncated QR methods are proposed for this purpose and compared to the truncated SVD method. Computer simulations provided for detailed comparisons show the effectiveness of these methods. This thesis deals with fundamental issues of numerical stability, computational efficiency, adaptivity, and VLSI implementation for the RLS filtering problems. In all, various new and modified algorithms and architectures are proposed and analyzed; the significance of any of the new method depends crucially on specific application.

Evaluation and correction of uncertainty due to Gaussian approximation in radar - rain gauge merging using kriging with external drift

NASA Astrophysics Data System (ADS)

Cecinati, F.; Wani, O.; Rico-Ramirez, M. A.

2016-12-01

It is widely recognised that merging radar rainfall estimates (RRE) with rain gauge data can improve the RRE and provide areal and temporal coverage that rain gauges cannot offer. Many methods to merge radar and rain gauge data are based on kriging and require an assumption of Gaussianity on the variable of interest. In particular, this work looks at kriging with external drift (KED), because it is an efficient, widely used, and well performing merging method. Rainfall, especially at finer temporal scale, does not have a normal distribution and presents a bi-modal skewed distribution. In some applications a Gaussianity assumption is made, without any correction. In other cases, variables are transformed in order to obtain a distribution closer to Gaussian. This work has two objectives: 1) compare different transformation methods in merging applications; 2) evaluate the uncertainty arising when untransformed rainfall data is used in KED. The comparison of transformation methods is addressed under two points of view. On the one hand, the ability to reproduce the original probability distribution after back-transformation of merged products is evaluated with qq-plots, on the other hand the rainfall estimates are compared with an independent set of rain gauge measurements. The tested methods are 1) no transformation, 2) Box-Cox transformations with parameter equal to λ=0.5 (square root), 3) λ=0.25 (square root - square root), and 4) λ=0.1 (almost logarithmic), 5) normal quantile transformation, and 6) singularity analysis. The uncertainty associated with the use of non-transformed data in KED is evaluated in comparison with the best performing product. The methods are tested on a case study in Northern England, using hourly data from 211 tipping bucket rain gauges from the Environment Agency and radar rainfall data at 1 km/5-min resolutions from the UK Met Office. In addition, 25 independent rain gauges from the UK Met Office were used to assess the merged products.

Collinearity in Least-Squares Analysis

ERIC Educational Resources Information Center

de Levie, Robert

2012-01-01

How useful are the standard deviations per se, and how reliable are results derived from several least-squares coefficients and their associated standard deviations? When the output parameters obtained from a least-squares analysis are mutually independent, as is often assumed, they are reliable estimators of imprecision and so are the functions…

Hazard Function Estimation with Cause-of-Death Data Missing at Random.

PubMed

Wang, Qihua; Dinse, Gregg E; Liu, Chunling

2012-04-01

Hazard function estimation is an important part of survival analysis. Interest often centers on estimating the hazard function associated with a particular cause of death. We propose three nonparametric kernel estimators for the hazard function, all of which are appropriate when death times are subject to random censorship and censoring indicators can be missing at random. Specifically, we present a regression surrogate estimator, an imputation estimator, and an inverse probability weighted estimator. All three estimators are uniformly strongly consistent and asymptotically normal. We derive asymptotic representations of the mean squared error and the mean integrated squared error for these estimators and we discuss a data-driven bandwidth selection method. A simulation study, conducted to assess finite sample behavior, demonstrates that the proposed hazard estimators perform relatively well. We illustrate our methods with an analysis of some vascular disease data.

Correct Effect Size Estimates for Strength of Association Statistics: Comment on Odgaard and Fowler (2010)

ERIC Educational Resources Information Center

Lerner, Matthew D.; Mikami, Amori Yee

2013-01-01

Odgaard and Fowler (2010) articulated the importance of reporting confidence intervals (CIs) on effect size estimates, and they provided useful formulas for doing so. However, one of their reported formulas, pertaining to the calculation of CIs on strength of association effect sizes (e.g., R[squared] or [eta][squared]), is erroneous. This comment…

Population genetics of autopolyploids under a mixed mating model and the estimation of selfing rate.

PubMed

Hardy, Olivier J

2016-01-01

Nowadays, the population genetics analysis of autopolyploid species faces many difficulties due to (i) limited development of population genetics tools under polysomic inheritance, (ii) difficulties to assess allelic dosage when genotyping individuals and (iii) a form of inbreeding resulting from the mechanism of 'double reduction'. Consequently, few data analysis computer programs are applicable to autopolyploids. To contribute bridging this gap, this article first derives theoretical expectations for the inbreeding and identity disequilibrium coefficients under polysomic inheritance in a mixed mating model. Moment estimators of these coefficients are proposed when exact genotypes or just markers phenotypes (i.e. allelic dosage unknown) are available. This led to the development of estimators of the selfing rate based on adult genotypes or phenotypes and applicable to any even-ploidy level. Their statistical performances and robustness were assessed by numerical simulations. Contrary to inbreeding-based estimators, the identity disequilibrium-based estimator using phenotypes is robust (absolute bias generally < 0.05), even in the presence of double reduction, null alleles or biparental inbreeding due to isolation by distance. A fairly good precision of the selfing rate estimates (root mean squared error < 0.1) is already achievable using a sample of 30-50 individuals phenotyped at 10 loci bearing 5-10 alleles each, conditions reachable using microsatellite markers. Diallelic markers (e.g. SNP) can also perform satisfactorily in diploids and tetraploids but more polymorphic markers are necessary for higher ploidy levels. The method is implemented in the software SPAGeDi and should contribute to reduce the lack of population genetics tools applicable to autopolyploids. © 2015 John Wiley & Sons Ltd.

First-Order System Least-Squares for the Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

Bochev, P.; Cai, Z.; Manteuffel, T. A.; McCormick, S. F.

1996-01-01

This paper develops a least-squares approach to the solution of the incompressible Navier-Stokes equations in primitive variables. As with our earlier work on Stokes equations, we recast the Navier-Stokes equations as a first-order system by introducing a velocity flux variable and associated curl and trace equations. We show that the resulting system is well-posed, and that an associated least-squares principle yields optimal discretization error estimates in the H(sup 1) norm in each variable (including the velocity flux) and optimal multigrid convergence estimates for the resulting algebraic system.

Regional L-Moment-Based Flood Frequency Analysis in the Upper Vistula River Basin, Poland

NASA Astrophysics Data System (ADS)

Rutkowska, A.; Żelazny, M.; Kohnová, S.; Łyp, M.; Banasik, K.

2017-02-01

The Upper Vistula River basin was divided into pooling groups with similar dimensionless frequency distributions of annual maximum river discharge. The cluster analysis and the Hosking and Wallis (HW) L-moment-based method were used to divide the set of 52 mid-sized catchments into disjoint clusters with similar morphometric, land use, and rainfall variables, and to test the homogeneity within clusters. Finally, three and four pooling groups were obtained alternatively. Two methods for identification of the regional distribution function were used, the HW method and the method of Kjeldsen and Prosdocimi based on a bivariate extension of the HW measure. Subsequently, the flood quantile estimates were calculated using the index flood method. The ordinary least squares (OLS) and the generalised least squares (GLS) regression techniques were used to relate the index flood to catchment characteristics. Predictive performance of the regression scheme for the southern part of the Upper Vistula River basin was improved by using GLS instead of OLS. The results of the study can be recommended for the estimation of flood quantiles at ungauged sites, in flood risk mapping applications, and in engineering hydrology to help design flood protection structures.

On the Partitioning of Squared Euclidean Distance and Its Applications in Cluster Analysis.

ERIC Educational Resources Information Center

Carter, Randy L.; And Others

1989-01-01

The partitioning of squared Euclidean--E(sup 2)--distance between two vectors in M-dimensional space into the sum of squared lengths of vectors in mutually orthogonal subspaces is discussed. Applications to specific cluster analysis problems are provided (i.e., to design Monte Carlo studies for performance comparisons of several clustering methods…

On the equivalence of generalized least-squares approaches to the evaluation of measurement comparisons

NASA Astrophysics Data System (ADS)

Koo, A.; Clare, J. F.

2012-06-01

Analysis of CIPM international comparisons is increasingly being carried out using a model-based approach that leads naturally to a generalized least-squares (GLS) solution. While this method offers the advantages of being easier to audit and having general applicability to any form of comparison protocol, there is a lack of consensus over aspects of its implementation. Two significant results are presented that show the equivalence of three differing approaches discussed by or applied in comparisons run by Consultative Committees of the CIPM. Both results depend on a mathematical condition equivalent to the requirement that any two artefacts in the comparison are linked through a sequence of measurements of overlapping pairs of artefacts. The first result is that a GLS estimator excluding all sources of error common to all measurements of a participant is equal to the GLS estimator incorporating all sources of error, including those associated with any bias in the standards or procedures of the measuring laboratory. The second result identifies the component of uncertainty in the estimate of bias that arises from possible systematic effects in the participants' measurement standards and procedures. The expression so obtained is a generalization of an expression previously published for a one-artefact comparison with no inter-participant correlations, to one for a comparison comprising any number of repeat measurements of multiple artefacts and allowing for inter-laboratory correlations.

Interpolating moving least-squares methods for fitting potential energy surfaces: using classical trajectories to explore configuration space.

PubMed

Dawes, Richard; Passalacqua, Alessio; Wagner, Albert F; Sewell, Thomas D; Minkoff, Michael; Thompson, Donald L

2009-04-14

We develop two approaches for growing a fitted potential energy surface (PES) by the interpolating moving least-squares (IMLS) technique using classical trajectories. We illustrate both approaches by calculating nitrous acid (HONO) cis-->trans isomerization trajectories under the control of ab initio forces from low-level HF/cc-pVDZ electronic structure calculations. In this illustrative example, as few as 300 ab initio energy/gradient calculations are required to converge the isomerization rate constant at a fixed energy to approximately 10%. Neither approach requires any preliminary electronic structure calculations or initial approximate representation of the PES (beyond information required for trajectory initial conditions). Hessians are not required. Both approaches rely on the fitting error estimation properties of IMLS fits. The first approach, called IMLS-accelerated direct dynamics, propagates individual trajectories directly with no preliminary exploratory trajectories. The PES is grown "on the fly" with the computation of new ab initio data only when a fitting error estimate exceeds a prescribed tight tolerance. The second approach, called dynamics-driven IMLS fitting, uses relatively inexpensive exploratory trajectories to both determine and fit the dynamically accessible configuration space. Once exploratory trajectories no longer find configurations with fitting error estimates higher than the designated accuracy, the IMLS fit is considered to be complete and usable in classical trajectory calculations or other applications.

Least Square Regression Method for Estimating Gas Concentration in an Electronic Nose System

PubMed Central

Khalaf, Walaa; Pace, Calogero; Gaudioso, Manlio

2009-01-01

We describe an Electronic Nose (ENose) system which is able to identify the type of analyte and to estimate its concentration. The system consists of seven sensors, five of them being gas sensors (supplied with different heater voltage values), the remainder being a temperature and a humidity sensor, respectively. To identify a new analyte sample and then to estimate its concentration, we use both some machine learning techniques and the least square regression principle. In fact, we apply two different training models; the first one is based on the Support Vector Machine (SVM) approach and is aimed at teaching the system how to discriminate among different gases, while the second one uses the least squares regression approach to predict the concentration of each type of analyte. PMID:22573980

Local Linear Regression for Data with AR Errors.

PubMed

Li, Runze; Li, Yan

2009-07-01

In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and the profile least squares techniques. We further propose the SCAD penalized profile least squares method to determine the order of auto-regressive process. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed procedure, and to compare the performance of the proposed procedures with the existing one. From our empirical studies, the newly proposed procedures can dramatically improve the accuracy of naive local linear regression with working-independent error structure. We illustrate the proposed methodology by an analysis of real data set.

Application of Adaptive Neuro-Fuzzy Inference System for Prediction of Neutron Yield of IR-IECF Facility in High Voltages

NASA Astrophysics Data System (ADS)

Adineh-Vand, A.; Torabi, M.; Roshani, G. H.; Taghipour, M.; Feghhi, S. A. H.; Rezaei, M.; Sadati, S. M.

2013-09-01

This paper presents a soft computing based artificial intelligent technique, adaptive neuro-fuzzy inference system (ANFIS) to predict the neutron production rate (NPR) of IR-IECF device in wide discharge current and voltage ranges. A hybrid learning algorithm consists of back-propagation and least-squares estimation is used for training the ANFIS model. The performance of the proposed ANFIS model is tested using the experimental data using four performance measures: correlation coefficient, mean absolute error, mean relative error percentage (MRE%) and root mean square error. The obtained results show that the proposed ANFIS model has achieved good agreement with the experimental results. In comparison to the experimental data the proposed ANFIS model has MRE% <1.53 and 2.85 % for training and testing data respectively. Therefore, this model can be used as an efficient tool to predict the NPR in the IR-IECF device.

Incorporating partially identified sample segments into acreage estimation procedures: Estimates using only observations from the current year

NASA Technical Reports Server (NTRS)

Sielken, R. L., Jr. (Principal Investigator)

1981-01-01

Several methods of estimating individual crop acreages using a mixture of completely identified and partially identified (generic) segments from a single growing year are derived and discussed. A small Monte Carlo study of eight estimators is presented. The relative empirical behavior of these estimators is discussed as are the effects of segment sample size and amount of partial identification. The principle recommendations are (1) to not exclude, but rather incorporate partially identified sample segments into the estimation procedure, (2) try to avoid having a large percentage (say 80%) of only partially identified segments, in the sample, and (3) use the maximum likelihood estimator although the weighted least squares estimator and least squares ratio estimator both perform almost as well. Sets of spring small grains (North Dakota) data were used.

LLSURE: local linear SURE-based edge-preserving image filtering.

PubMed

Qiu, Tianshuang; Wang, Aiqi; Yu, Nannan; Song, Aimin

2013-01-01

In this paper, we propose a novel approach for performing high-quality edge-preserving image filtering. Based on a local linear model and using the principle of Stein's unbiased risk estimate as an estimator for the mean squared error from the noisy image only, we derive a simple explicit image filter which can filter out noise while preserving edges and fine-scale details. Moreover, this filter has a fast and exact linear-time algorithm whose computational complexity is independent of the filtering kernel size; thus, it can be applied to real time image processing tasks. The experimental results demonstrate the effectiveness of the new filter for various computer vision applications, including noise reduction, detail smoothing and enhancement, high dynamic range compression, and flash/no-flash denoising.

A pdf-Free Change Detection Test Based on Density Difference Estimation.

PubMed

Bu, Li; Alippi, Cesare; Zhao, Dongbin

2018-02-01

The ability to detect online changes in stationarity or time variance in a data stream is a hot research topic with striking implications. In this paper, we propose a novel probability density function-free change detection test, which is based on the least squares density-difference estimation method and operates online on multidimensional inputs. The test does not require any assumption about the underlying data distribution, and is able to operate immediately after having been configured by adopting a reservoir sampling mechanism. Thresholds requested to detect a change are automatically derived once a false positive rate is set by the application designer. Comprehensive experiments validate the effectiveness in detection of the proposed method both in terms of detection promptness and accuracy.

Trans-dimensional Bayesian inversion of airborne electromagnetic data for 2D conductivity profiles

NASA Astrophysics Data System (ADS)

Hawkins, Rhys; Brodie, Ross C.; Sambridge, Malcolm

2018-02-01

This paper presents the application of a novel trans-dimensional sampling approach to a time domain airborne electromagnetic (AEM) inverse problem to solve for plausible conductivities of the subsurface. Geophysical inverse field problems, such as time domain AEM, are well known to have a large degree of non-uniqueness. Common least-squares optimisation approaches fail to take this into account and provide a single solution with linearised estimates of uncertainty that can result in overly optimistic appraisal of the conductivity of the subsurface. In this new non-linear approach, the spatial complexity of a 2D profile is controlled directly by the data. By examining an ensemble of proposed conductivity profiles it accommodates non-uniqueness and provides more robust estimates of uncertainties.

Performance of MODIS satellite and mesoscale model based land surface temperature for soil moisture deficit estimation using Neural Network

NASA Astrophysics Data System (ADS)

Srivastava, Prashant K.; Petropoulos, George P.; Gupta, Manika; Islam, Tanvir

2015-04-01

Soil Moisture Deficit (SMD) is a key variable in the water and energy exchanges that occur at the land-surface/atmosphere interface. Monitoring SMD is an alternate method of irrigation scheduling and represents the use of the suitable quantity of water at the proper time by combining measurements of soil moisture deficit. In past it is found that LST has a strong relation to SMD, which can be estimated by MODIS or numerical weather prediction model such as WRF (Weather Research and Forecasting model). By looking into the importance of SMD, this work focused on the application of Artificial Neural Network (ANN) for evaluating its capabilities towards SMD estimation using the LST data estimated from MODIS and WRF mesoscale model. The benchmark SMD estimated from Probability Distribution Model (PDM) over the Brue catchment, Southwest of England, U.K. is used for all the calibration and validation experiments. The performances between observed and simulated SMD are assessed in terms of the Nash-Sutcliffe Efficiency (NSE), the Root Mean Square Error (RMSE) and the percentage of bias (%Bias). The application of the ANN confirmed a high capability WRF and MODIS LST for prediction of SMD. Performance during the ANN calibration and validation showed a good agreement between benchmark and estimated SMD with MODIS LST information with significantly higher performance than WRF simulated LST. The work presented showed the first comprehensive application of LST from MODIS and WRF mesoscale model for hydrological SMD estimation, particularly for the maritime climate. More studies in this direction are recommended to hydro-meteorological community, so that useful information will be accumulated in the technical literature domain for different geographical locations and climatic conditions. Keyword: WRF, Land Surface Temperature, MODIS satellite, Soil Moisture Deficit, Neural Network

Quantum State Tomography via Linear Regression Estimation

PubMed Central

Qi, Bo; Hou, Zhibo; Li, Li; Dong, Daoyi; Xiang, Guoyong; Guo, Guangcan

2013-01-01

A simple yet efficient state reconstruction algorithm of linear regression estimation (LRE) is presented for quantum state tomography. In this method, quantum state reconstruction is converted into a parameter estimation problem of a linear regression model and the least-squares method is employed to estimate the unknown parameters. An asymptotic mean squared error (MSE) upper bound for all possible states to be estimated is given analytically, which depends explicitly upon the involved measurement bases. This analytical MSE upper bound can guide one to choose optimal measurement sets. The computational complexity of LRE is O(d4) where d is the dimension of the quantum state. Numerical examples show that LRE is much faster than maximum-likelihood estimation for quantum state tomography. PMID:24336519

Attenuation of the Squared Canonical Correlation Coefficient under Varying Estimates of Score Reliability

ERIC Educational Resources Information Center

Wilson, Celia M.

2010-01-01

Research pertaining to the distortion of the squared canonical correlation coefficient has traditionally been limited to the effects of sampling error and associated correction formulas. The purpose of this study was to compare the degree of attenuation of the squared canonical correlation coefficient under varying conditions of score reliability.…

In Defense of the Chi-Square Continuity Correction.

ERIC Educational Resources Information Center

Veldman, Donald J.; McNemar, Quinn

Published studies of the sampling distribution of chi-square with and without Yates' correction for continuity have been interpreted as discrediting the correction. Yates' correction actually produces a biased chi-square value which in turn yields a better estimate of the exact probability of the discrete event concerned when used in conjunction…

A Comparison of Lord's Chi Square and Raju's Area Measures in Detection of DIF.

ERIC Educational Resources Information Center

Cohen, Allan S.; Kim, Seock-Ho

1993-01-01

The effectiveness of two statistical tests of the area between item response functions (exact signed area and exact unsigned area) estimated in different samples, a measure of differential item functioning (DIF), was compared with Lord's chi square. Lord's chi square was found the most effective in determining DIF. (SLD)

Normalization Ridge Regression in Practice I: Comparisons Between Ordinary Least Squares, Ridge Regression and Normalization Ridge Regression.

ERIC Educational Resources Information Center

Bulcock, J. W.

The problem of model estimation when the data are collinear was examined. Though the ridge regression (RR) outperforms ordinary least squares (OLS) regression in the presence of acute multicollinearity, it is not a problem free technique for reducing the variance of the estimates. It is a stochastic procedure when it should be nonstochastic and it…

Generalized Least Squares Estimators in the Analysis of Covariance Structures.

ERIC Educational Resources Information Center

Browne, Michael W.

This paper concerns situations in which a p x p covariance matrix is a function of an unknown q x 1 parameter vector y-sub-o. Notation is defined in the second section, and some algebraic results used in subsequent sections are given. Section 3 deals with asymptotic properties of generalized least squares (G.L.S.) estimators of y-sub-o. Section 4…

Equations for estimating selected streamflow statistics in Rhode Island

USGS Publications Warehouse

Bent, Gardner C.; Steeves, Peter A.; Waite, Andrew M.

2014-01-01

The equations, which are based on data from streams with little to no flow alterations, will provide an estimate of the natural flows for a selected site. They will not estimate flows for altered sites with dams, surface-water withdrawals, groundwater withdrawals (pumping wells), diversions, and wastewater discharges. If the equations are used to estimate streamflow statistics for altered sites, the user should adjust the flow estimates for the alterations. The regression equations should be used only for ungaged sites with drainage areas between 0.52 and 294 square miles and stream densities between 0.94 and 3.49 miles per square mile; these are the ranges of the explanatory variables in the equations.

Hazard Function Estimation with Cause-of-Death Data Missing at Random

PubMed Central

Wang, Qihua; Dinse, Gregg E.; Liu, Chunling

2010-01-01

Hazard function estimation is an important part of survival analysis. Interest often centers on estimating the hazard function associated with a particular cause of death. We propose three nonparametric kernel estimators for the hazard function, all of which are appropriate when death times are subject to random censorship and censoring indicators can be missing at random. Specifically, we present a regression surrogate estimator, an imputation estimator, and an inverse probability weighted estimator. All three estimators are uniformly strongly consistent and asymptotically normal. We derive asymptotic representations of the mean squared error and the mean integrated squared error for these estimators and we discuss a data-driven bandwidth selection method. A simulation study, conducted to assess finite sample behavior, demonstrates that the proposed hazard estimators perform relatively well. We illustrate our methods with an analysis of some vascular disease data. PMID:22267874

A Study of the Application of the Lognormal and Gamma Distributions to Corrective Maintenance Repair Time Data.

DTIC Science & Technology

1982-10-01

K-S A R A j 1 10 23 R 3 8 11 16 18 For the lognormal methods the test methods sometimes give different results. The K-S test and the chi-square...significant difference among the three test methods . A previous study has been done using 24 data sets of electronic systems and equipments, using only the W...are suitable descriptors for corrective maintenance repair times, and to estimate the difference caused in assuming an exponential distribution for

Localization with Sparse Acoustic Sensor Network Using UAVs as Information-Seeking Data Mules

DTIC Science & Technology

2013-05-01

technique to differentiate among several sources. 2.2. AoA Estimation AoA Models. The kth of NAOA AoA sensors produces an angular measurement modeled...squares sense. θ̂ = arg min φ 3∑ i=1 ( ̂τi0 − eTφ ri )2 (9) The minimization was done by gridding the one-dimensional angular space and finding the optimum...Latitude E5500 laptop running FreeBSD and custom Java applications to process and store the raw audio signals. Power Source: The laptop was powered for an

The ultimate quantum limits on the accuracy of measurements

NASA Technical Reports Server (NTRS)

Yuen, Horace P.

1992-01-01

A quantum generalization of rate-distortion theory from standard communication and information theory is developed for application to determining the ultimate performance limit of measurement systems in physics. For the estimation of a real or a phase parameter, it is shown that the root-mean-square error obtained in a measurement with a single-mode photon level N cannot do better than approximately N exp -1, while approximately exp(-N) may be obtained for multi-mode fields with the same photon level N. Possible ways to achieve the remarkable exponential performance are indicated.

Multidimensional Hermite-Gaussian quadrature formulae and their application to nonlinear estimation

NASA Technical Reports Server (NTRS)

Mcreynolds, S. R.

1975-01-01

A simplified technique is proposed for calculating multidimensional Hermite-Gaussian quadratures that involves taking the square root of a matrix by the Cholesky algorithm rather than computation of the eigenvectors of the matrix. Ways of reducing the dimension, number, and order of the quadratures are set forth. If the function f(x) under the integral sign is not well approximated by a low-order algebraic expression, the order of the quadrature may be reduced by factoring f(x) into an expression that is nearly algebraic and one that is Gaussian.

Rumsey and Walker_AMT_2016_Table 2.xlsx

EPA Pesticide Factsheets

Table summarizes instrument precision assessed by collocating the two sample boxes. Precision is quantified as the standard deviation of the residuals of an orthogonal least squares regression of concentrations from the two sample boxes. This allows for an estimation of gradient precision and ultimately gradient and flux detection limits. This dataset is associated with the following publication:Rumsey, I. Application of an online ion chromatography-based instrument for gradient flux measurements of speciated nitrogen and sulfur. ENVIRONMENTAL SCIENCE & TECHNOLOGY. American Chemical Society, Washington, DC, USA, 9(6): 2581-2592, (2016).

Estimation of source location and ground impedance using a hybrid multiple signal classification and Levenberg-Marquardt approach

NASA Astrophysics Data System (ADS)

Tam, Kai-Chung; Lau, Siu-Kit; Tang, Shiu-Keung

2016-07-01

A microphone array signal processing method for locating a stationary point source over a locally reactive ground and for estimating ground impedance is examined in detail in the present study. A non-linear least square approach using the Levenberg-Marquardt method is proposed to overcome the problem of unknown ground impedance. The multiple signal classification method (MUSIC) is used to give the initial estimation of the source location, while the technique of forward backward spatial smoothing is adopted as a pre-processer of the source localization to minimize the effects of source coherence. The accuracy and robustness of the proposed signal processing method are examined. Results show that source localization in the horizontal direction by MUSIC is satisfactory. However, source coherence reduces drastically the accuracy in estimating the source height. The further application of Levenberg-Marquardt method with the results from MUSIC as the initial inputs improves significantly the accuracy of source height estimation. The present proposed method provides effective and robust estimation of the ground surface impedance.

Nonparametric methods for drought severity estimation at ungauged sites

NASA Astrophysics Data System (ADS)

Sadri, S.; Burn, D. H.

2012-12-01

The objective in frequency analysis is, given extreme events such as drought severity or duration, to estimate the relationship between that event and the associated return periods at a catchment. Neural networks and other artificial intelligence approaches in function estimation and regression analysis are relatively new techniques in engineering, providing an attractive alternative to traditional statistical models. There are, however, few applications of neural networks and support vector machines in the area of severity quantile estimation for drought frequency analysis. In this paper, we compare three methods for this task: multiple linear regression, radial basis function neural networks, and least squares support vector regression (LS-SVR). The area selected for this study includes 32 catchments in the Canadian Prairies. From each catchment drought severities are extracted and fitted to a Pearson type III distribution, which act as observed values. For each method-duration pair, we use a jackknife algorithm to produce estimated values at each site. The results from these three approaches are compared and analyzed, and it is found that LS-SVR provides the best quantile estimates and extrapolating capacity.

A New Quaternion-Based Kalman Filter for Real-Time Attitude Estimation Using the Two-Step Geometrically-Intuitive Correction Algorithm.

PubMed

Feng, Kaiqiang; Li, Jie; Zhang, Xiaoming; Shen, Chong; Bi, Yu; Zheng, Tao; Liu, Jun

2017-09-19

In order to reduce the computational complexity, and improve the pitch/roll estimation accuracy of the low-cost attitude heading reference system (AHRS) under conditions of magnetic-distortion, a novel linear Kalman filter, suitable for nonlinear attitude estimation, is proposed in this paper. The new algorithm is the combination of two-step geometrically-intuitive correction (TGIC) and the Kalman filter. In the proposed algorithm, the sequential two-step geometrically-intuitive correction scheme is used to make the current estimation of pitch/roll immune to magnetic distortion. Meanwhile, the TGIC produces a computed quaternion input for the Kalman filter, which avoids the linearization error of measurement equations and reduces the computational complexity. Several experiments have been carried out to validate the performance of the filter design. The results demonstrate that the mean time consumption and the root mean square error (RMSE) of pitch/roll estimation under magnetic disturbances are reduced by 45.9% and 33.8%, respectively, when compared with a standard filter. In addition, the proposed filter is applicable for attitude estimation under various dynamic conditions.

A New Quaternion-Based Kalman Filter for Real-Time Attitude Estimation Using the Two-Step Geometrically-Intuitive Correction Algorithm

PubMed Central

Feng, Kaiqiang; Li, Jie; Zhang, Xiaoming; Shen, Chong; Bi, Yu; Zheng, Tao; Liu, Jun

2017-01-01

In order to reduce the computational complexity, and improve the pitch/roll estimation accuracy of the low-cost attitude heading reference system (AHRS) under conditions of magnetic-distortion, a novel linear Kalman filter, suitable for nonlinear attitude estimation, is proposed in this paper. The new algorithm is the combination of two-step geometrically-intuitive correction (TGIC) and the Kalman filter. In the proposed algorithm, the sequential two-step geometrically-intuitive correction scheme is used to make the current estimation of pitch/roll immune to magnetic distortion. Meanwhile, the TGIC produces a computed quaternion input for the Kalman filter, which avoids the linearization error of measurement equations and reduces the computational complexity. Several experiments have been carried out to validate the performance of the filter design. The results demonstrate that the mean time consumption and the root mean square error (RMSE) of pitch/roll estimation under magnetic disturbances are reduced by 45.9% and 33.8%, respectively, when compared with a standard filter. In addition, the proposed filter is applicable for attitude estimation under various dynamic conditions. PMID:28925979

[Retrieval of crown closure of moso bamboo forest using unmanned aerial vehicle (UAV) remotely sensed imagery based on geometric-optical model].

PubMed

Wang, Cong; Du, Hua-qiang; Zhou, Guo-mo; Xu, Xiao-jun; Sun, Shao-bo; Gao, Guo-long

2015-05-01

This research focused on the application of remotely sensed imagery from unmanned aerial vehicle (UAV) with high spatial resolution for the estimation of crown closure of moso bamboo forest based on the geometric-optical model, and analyzed the influence of unconstrained and fully constrained linear spectral mixture analysis (SMA) on the accuracy of the estimated results. The results demonstrated that the combination of UAV remotely sensed imagery and geometric-optical model could, to some degrees, achieve the estimation of crown closure. However, the different SMA methods led to significant differentiation in the estimation accuracy. Compared with unconstrained SMA, the fully constrained linear SMA method resulted in higher accuracy of the estimated values, with the coefficient of determination (R2) of 0.63 at 0.01 level, against the measured values acquired during the field survey. Root mean square error (RMSE) of approximate 0.04 was low, indicating that the usage of fully constrained linear SMA could bring about better results in crown closure estimation, which was closer to the actual condition in moso bamboo forest.

Internet search trends analysis tools can provide real-time data on kidney stone disease in the United States.

PubMed

Willard, Scott D; Nguyen, Mike M

2013-01-01

To evaluate the utility of using Internet search trends data to estimate kidney stone occurrence and understand the priorities of patients with kidney stones. Internet search trends data represent a unique resource for monitoring population self-reported illness and health information-seeking behavior. The Google Insights for Search analysis tool was used to study searches related to kidney stones, with each search term returning a search volume index (SVI) according to the search frequency relative to the total search volume. SVIs for the term, "kidney stones," were compiled by location and time parameters and compared with the published weather and stone prevalence data. Linear regression analysis was performed to determine the association of the search interest score with known epidemiologic variations in kidney stone disease, including latitude, temperature, season, and state. The frequency of the related search terms was categorized by theme and qualitatively analyzed. The SVI correlated significantly with established kidney stone epidemiologic predictors. The SVI correlated with the state latitude (R-squared=0.25; P<.001), the state mean annual temperature (R-squared=0.24; P<.001), and state combined sex prevalence (R-squared=0.25; P<.001). Female prevalence correlated more strongly than did male prevalence (R-squared=0.37; P<.001, and R-squared=0.17; P=.003, respectively). The national SVI correlated strongly with the average U.S. temperature by month (R-squared=0.54; P=.007). The search term ranking suggested that Internet users are most interested in the diagnosis, followed by etiology, infections, and treatment. Geographic and temporal variability in kidney stone disease appear to be accurately reflected in Internet search trends data. Internet search trends data might have broader applications for epidemiologic and urologic research. Copyright © 2013 Elsevier Inc. All rights reserved.

Evaluation of some random effects methodology applicable to bird ringing data

USGS Publications Warehouse

Burnham, K.P.; White, Gary C.

2002-01-01

Existing models for ring recovery and recapture data analysis treat temporal variations in annual survival probability (S) as fixed effects. Often there is no explainable structure to the temporal variation in S1,..., Sk; random effects can then be a useful model: Si = E(S) + ??i. Here, the temporal variation in survival probability is treated as random with average value E(??2) = ??2. This random effects model can now be fit in program MARK. Resultant inferences include point and interval estimation for process variation, ??2, estimation of E(S) and var (E??(S)) where the latter includes a component for ??2 as well as the traditional component for v??ar(S??\\S??). Furthermore, the random effects model leads to shrinkage estimates, Si, as improved (in mean square error) estimators of Si compared to the MLE, S??i, from the unrestricted time-effects model. Appropriate confidence intervals based on the Si are also provided. In addition, AIC has been generalized to random effects models. This paper presents results of a Monte Carlo evaluation of inference performance under the simple random effects model. Examined by simulation, under the simple one group Cormack-Jolly-Seber (CJS) model, are issues such as bias of ??s2, confidence interval coverage on ??2, coverage and mean square error comparisons for inference about Si based on shrinkage versus maximum likelihood estimators, and performance of AIC model selection over three models: Si ??? S (no effects), Si = E(S) + ??i (random effects), and S1,..., Sk (fixed effects). For the cases simulated, the random effects methods performed well and were uniformly better than fixed effects MLE for the Si.

Computing daily mean streamflow at ungaged locations in Iowa by using the Flow Anywhere and Flow Duration Curve Transfer statistical methods

USGS Publications Warehouse

Linhart, S. Mike; Nania, Jon F.; Sanders, Curtis L.; Archfield, Stacey A.

2012-01-01

The U.S. Geological Survey (USGS) maintains approximately 148 real-time streamgages in Iowa for which daily mean streamflow information is available, but daily mean streamflow data commonly are needed at locations where no streamgages are present. Therefore, the USGS conducted a study as part of a larger project in cooperation with the Iowa Department of Natural Resources to develop methods to estimate daily mean streamflow at locations in ungaged watersheds in Iowa by using two regression-based statistical methods. The regression equations for the statistical methods were developed from historical daily mean streamflow and basin characteristics from streamgages within the study area, which includes the entire State of Iowa and adjacent areas within a 50-mile buffer of Iowa in neighboring states. Results of this study can be used with other techniques to determine the best method for application in Iowa and can be used to produce a Web-based geographic information system tool to compute streamflow estimates automatically. The Flow Anywhere statistical method is a variation of the drainage-area-ratio method, which transfers same-day streamflow information from a reference streamgage to another location by using the daily mean streamflow at the reference streamgage and the drainage-area ratio of the two locations. The Flow Anywhere method modifies the drainage-area-ratio method in order to regionalize the equations for Iowa and determine the best reference streamgage from which to transfer same-day streamflow information to an ungaged location. Data used for the Flow Anywhere method were retrieved for 123 continuous-record streamgages located in Iowa and within a 50-mile buffer of Iowa. The final regression equations were computed by using either left-censored regression techniques with a low limit threshold set at 0.1 cubic feet per second (ft3/s) and the daily mean streamflow for the 15th day of every other month, or by using an ordinary-least-squares multiple linear regression method and the daily mean streamflow for the 15th day of every other month. The Flow Duration Curve Transfer method was used to estimate unregulated daily mean streamflow from the physical and climatic characteristics of gaged basins. For the Flow Duration Curve Transfer method, daily mean streamflow quantiles at the ungaged site were estimated with the parameter-based regression model, which results in a continuous daily flow-duration curve (the relation between exceedance probability and streamflow for each day of observed streamflow) at the ungaged site. By the use of a reference streamgage, the Flow Duration Curve Transfer is converted to a time series. Data used in the Flow Duration Curve Transfer method were retrieved for 113 continuous-record streamgages in Iowa and within a 50-mile buffer of Iowa. The final statewide regression equations for Iowa were computed by using a weighted-least-squares multiple linear regression method and were computed for the 0.01-, 0.05-, 0.10-, 0.15-, 0.20-, 0.30-, 0.40-, 0.50-, 0.60-, 0.70-, 0.80-, 0.85-, 0.90-, and 0.95-exceedance probability statistics determined from the daily mean streamflow with a reporting limit set at 0.1 ft3/s. The final statewide regression equation for Iowa computed by using left-censored regression techniques was computed for the 0.99-exceedance probability statistic determined from the daily mean streamflow with a low limit threshold and a reporting limit set at 0.1 ft3/s. For the Flow Anywhere method, results of the validation study conducted by using six streamgages show that differences between the root-mean-square error and the mean absolute error ranged from 1,016 to 138 ft3/s, with the larger value signifying a greater occurrence of outliers between observed and estimated streamflows. Root-mean-square-error values ranged from 1,690 to 237 ft3/s. Values of the percent root-mean-square error ranged from 115 percent to 26.2 percent. The logarithm (base 10) streamflow percent root-mean-square error ranged from 13.0 to 5.3 percent. Root-mean-square-error observations standard-deviation-ratio values ranged from 0.80 to 0.40. Percent-bias values ranged from 25.4 to 4.0 percent. Untransformed streamflow Nash-Sutcliffe efficiency values ranged from 0.84 to 0.35. The logarithm (base 10) streamflow Nash-Sutcliffe efficiency values ranged from 0.86 to 0.56. For the streamgage with the best agreement between observed and estimated streamflow, higher streamflows appear to be underestimated. For the streamgage with the worst agreement between observed and estimated streamflow, low flows appear to be overestimated whereas higher flows seem to be underestimated. Estimated cumulative streamflows for the period October 1, 2004, to September 30, 2009, are underestimated by -25.8 and -7.4 percent for the closest and poorest comparisons, respectively. For the Flow Duration Curve Transfer method, results of the validation study conducted by using the same six streamgages show that differences between the root-mean-square error and the mean absolute error ranged from 437 to 93.9 ft3/s, with the larger value signifying a greater occurrence of outliers between observed and estimated streamflows. Root-mean-square-error values ranged from 906 to 169 ft3/s. Values of the percent root-mean-square-error ranged from 67.0 to 25.6 percent. The logarithm (base 10) streamflow percent root-mean-square error ranged from 12.5 to 4.4 percent. Root-mean-square-error observations standard-deviation-ratio values ranged from 0.79 to 0.40. Percent-bias values ranged from 22.7 to 0.94 percent. Untransformed streamflow Nash-Sutcliffe efficiency values ranged from 0.84 to 0.38. The logarithm (base 10) streamflow Nash-Sutcliffe efficiency values ranged from 0.89 to 0.48. For the streamgage with the closest agreement between observed and estimated streamflow, there is relatively good agreement between observed and estimated streamflows. For the streamgage with the poorest agreement between observed and estimated streamflow, streamflows appear to be substantially underestimated for much of the time period. Estimated cumulative streamflow for the period October 1, 2004, to September 30, 2009, are underestimated by -9.3 and -22.7 percent for the closest and poorest comparisons, respectively.

Evaluation of unconfined-aquifer parameters from pumping test data by nonlinear least squares

NASA Astrophysics Data System (ADS)

Heidari, Manoutchehr; Wench, Allen

1997-05-01

Nonlinear least squares (NLS) with automatic differentiation was used to estimate aquifer parameters from drawdown data obtained from published pumping tests conducted in homogeneous, water-table aquifers. The method is based on a technique that seeks to minimize the squares of residuals between observed and calculated drawdown subject to bounds that are placed on the parameter of interest. The analytical model developed by Neuman for flow to a partially penetrating well of infinitesimal diameter situated in an infinite, homogeneous and anisotropic aquifer was used to obtain calculated drawdown. NLS was first applied to synthetic drawdown data from a hypothetical but realistic aquifer to demonstrate that the relevant hydraulic parameters (storativity, specific yield, and horizontal and vertical hydraulic conductivity) can be evaluated accurately. Next the method was used to estimate the parameters at three field sites with widely varying hydraulic properties. NLS produced unbiased estimates of the aquifer parameters that are close to the estimates obtained with the same data using a visual curve-matching approach. Small differences in the estimates are a consequence of subjective interpretation introduced in the visual approach.

Evaluation of unconfined-aquifer parameters from pumping test data by nonlinear least squares

USGS Publications Warehouse

Heidari, M.; Moench, A.

1997-01-01

Nonlinear least squares (NLS) with automatic differentiation was used to estimate aquifer parameters from drawdown data obtained from published pumping tests conducted in homogeneous, water-table aquifers. The method is based on a technique that seeks to minimize the squares of residuals between observed and calculated drawdown subject to bounds that are placed on the parameter of interest. The analytical model developed by Neuman for flow to a partially penetrating well of infinitesimal diameter situated in an infinite, homogeneous and anisotropic aquifer was used to obtain calculated drawdown. NLS was first applied to synthetic drawdown data from a hypothetical but realistic aquifer to demonstrate that the relevant hydraulic parameters (storativity, specific yield, and horizontal and vertical hydraulic conductivity) can be evaluated accurately. Next the method was used to estimate the parameters at three field sites with widely varying hydraulic properties. NLS produced unbiased estimates of the aquifer parameters that are close to the estimates obtained with the same data using a visual curve-matching approach. Small differences in the estimates are a consequence of subjective interpretation introduced in the visual approach.

Arrhenius time-scaled least squares: a simple, robust approach to accelerated stability data analysis for bioproducts.

PubMed

Rauk, Adam P; Guo, Kevin; Hu, Yanling; Cahya, Suntara; Weiss, William F

2014-08-01

Defining a suitable product presentation with an acceptable stability profile over its intended shelf-life is one of the principal challenges in bioproduct development. Accelerated stability studies are routinely used as a tool to better understand long-term stability. Data analysis often employs an overall mass action kinetics description for the degradation and the Arrhenius relationship to capture the temperature dependence of the observed rate constant. To improve predictive accuracy and precision, the current work proposes a least-squares estimation approach with a single nonlinear covariate and uses a polynomial to describe the change in a product attribute with respect to time. The approach, which will be referred to as Arrhenius time-scaled (ATS) least squares, enables accurate, precise predictions to be achieved for degradation profiles commonly encountered during bioproduct development. A Monte Carlo study is conducted to compare the proposed approach with the common method of least-squares estimation on the logarithmic form of the Arrhenius equation and nonlinear estimation of a first-order model. The ATS least squares method accommodates a range of degradation profiles, provides a simple and intuitive approach for data presentation, and can be implemented with ease. © 2014 Wiley Periodicals, Inc. and the American Pharmacists Association.

Accounting for measurement error in log regression models with applications to accelerated testing.

PubMed

Richardson, Robert; Tolley, H Dennis; Evenson, William E; Lunt, Barry M

2018-01-01

In regression settings, parameter estimates will be biased when the explanatory variables are measured with error. This bias can significantly affect modeling goals. In particular, accelerated lifetime testing involves an extrapolation of the fitted model, and a small amount of bias in parameter estimates may result in a significant increase in the bias of the extrapolated predictions. Additionally, bias may arise when the stochastic component of a log regression model is assumed to be multiplicative when the actual underlying stochastic component is additive. To account for these possible sources of bias, a log regression model with measurement error and additive error is approximated by a weighted regression model which can be estimated using Iteratively Re-weighted Least Squares. Using the reduced Eyring equation in an accelerated testing setting, the model is compared to previously accepted approaches to modeling accelerated testing data with both simulations and real data.

A Novel Four-Node Quadrilateral Smoothing Element for Stress Enhancement and Error Estimation

NASA Technical Reports Server (NTRS)

Tessler, A.; Riggs, H. R.; Dambach, M.

1998-01-01

A four-node, quadrilateral smoothing element is developed based upon a penalized-discrete-least-squares variational formulation. The smoothing methodology recovers C1-continuous stresses, thus enabling effective a posteriori error estimation and automatic adaptive mesh refinement. The element formulation is originated with a five-node macro-element configuration consisting of four triangular anisoparametric smoothing elements in a cross-diagonal pattern. This element pattern enables a convenient closed-form solution for the degrees of freedom of the interior node, resulting from enforcing explicitly a set of natural edge-wise penalty constraints. The degree-of-freedom reduction scheme leads to a very efficient formulation of a four-node quadrilateral smoothing element without any compromise in robustness and accuracy of the smoothing analysis. The application examples include stress recovery and error estimation in adaptive mesh refinement solutions for an elasticity problem and an aerospace structural component.

Comparative Application of PLS and PCR Methods to Simultaneous Quantitative Estimation and Simultaneous Dissolution Test of Zidovudine - Lamivudine Tablets.

PubMed

Üstündağ, Özgür; Dinç, Erdal; Özdemir, Nurten; Tilkan, M Günseli

2015-01-01

In the development strategies of new drug products and generic drug products, the simultaneous in-vitro dissolution behavior of oral dosage formulations is the most important indication for the quantitative estimation of efficiency and biopharmaceutical characteristics of drug substances. This is to force the related field's scientists to improve very powerful analytical methods to get more reliable, precise and accurate results in the quantitative analysis and dissolution testing of drug formulations. In this context, two new chemometric tools, partial least squares (PLS) and principal component regression (PCR) were improved for the simultaneous quantitative estimation and dissolution testing of zidovudine (ZID) and lamivudine (LAM) in a tablet dosage form. The results obtained in this study strongly encourage us to use them for the quality control, the routine analysis and the dissolution test of the marketing tablets containing ZID and LAM drugs.

TLE uncertainty estimation using robust weighted differencing

NASA Astrophysics Data System (ADS)

Geul, Jacco; Mooij, Erwin; Noomen, Ron

2017-05-01

Accurate knowledge of satellite orbit errors is essential for many types of analyses. Unfortunately, for two-line elements (TLEs) this is not available. This paper presents a weighted differencing method using robust least-squares regression for estimating many important error characteristics. The method is applied to both classic and enhanced TLEs, compared to previous implementations, and validated using Global Positioning System (GPS) solutions for the GOCE satellite in Low-Earth Orbit (LEO), prior to its re-entry. The method is found to be more accurate than previous TLE differencing efforts in estimating initial uncertainty, as well as error growth. The method also proves more reliable and requires no data filtering (such as outlier removal). Sensitivity analysis shows a strong relationship between argument of latitude and covariance (standard deviations and correlations), which the method is able to approximate. Overall, the method proves accurate, computationally fast, and robust, and is applicable to any object in the satellite catalogue (SATCAT).

Tuning the control system of a nonlinear inverted pendulum by means of the new method of Lyapunov exponents estimation

NASA Astrophysics Data System (ADS)

Balcerzak, Marek; Dąbrowski, Artur; Pikunov, Danylo

2018-01-01

This paper presents a practical application of a new, simplified method of Lyapunov exponents estimation. The method has been applied to optimization of a real, nonlinear inverted pendulum system. Authors presented how the algorithm of the Largest Lyapunov Exponent (LLE) estimation can be applied to evaluate control systems performance. The new LLE-based control performance index has been proposed. Equations of the inverted pendulum system of the fourth order have been found. The nonlinear friction of the regulation object has been identified by means of the nonlinear least squares method. Three different friction models have been tested: linear, cubic and Coulomb model. The Differential Evolution (DE) algorithm has been used to search for the best set of parameters of the general linear regulator. This work proves that proposed method is efficient and results in faster perturbation rejection, especially when disturbances are significant.

Evaluation of selection index: application to the choice of an indirect multitrait selection index for soybean breeding.

PubMed

Bouchez, A; Goffinet, B

1990-02-01

Selection indices can be used to predict one trait from information available on several traits in order to improve the prediction accuracy. Plant or animal breeders are interested in selecting only the best individuals, and need to compare the efficiency of different trait combinations in order to choose the index ensuring the best prediction quality for individual values. As the usual tools for index evaluation do not remain unbiased in all cases, we propose a robust way of evaluation by means of an estimator of the mean-square error of prediction (EMSEP). This estimator remains valid even when parameters are not known, as usually assumed, but are estimated. EMSEP is applied to the choice of an indirect multitrait selection index at the F5 generation of a classical breeding scheme for soybeans. Best predictions for precocity are obtained by means of indices using only part of the available information.

An Extension of the Chi-Square Procedure for Non-NORMAL Statistics, with Application to Solar Neutrino Data

NASA Astrophysics Data System (ADS)

Sturrock, P. A.

2008-01-01

Using the chi-square statistic, one may conveniently test whether a series of measurements of a variable are consistent with a constant value. However, that test is predicated on the assumption that the appropriate probability distribution function (pdf) is normal in form. This requirement is usually not satisfied by experimental measurements of the solar neutrino flux. This article presents an extension of the chi-square procedure that is valid for any form of the pdf. This procedure is applied to the GALLEX-GNO dataset, and it is shown that the results are in good agreement with the results of Monte Carlo simulations. Whereas application of the standard chi-square test to symmetrized data yields evidence significant at the 1% level for variability of the solar neutrino flux, application of the extended chi-square test to the unsymmetrized data yields only weak evidence (significant at the 4% level) of variability.

Adaptive channel estimation for soft decision decoding over non-Gaussian optical channel

NASA Astrophysics Data System (ADS)

Xiang, Jing-song; Miao, Tao-tao; Huang, Sheng; Liu, Huan-lin

2016-10-01

An adaptive priori likelihood ratio (LLR) estimation method is proposed over non-Gaussian channel in the intensity modulation/direct detection (IM/DD) optical communication systems. Using the nonparametric histogram and the weighted least square linear fitting in the tail regions, the LLR is estimated and used for the soft decision decoding of the low-density parity-check (LDPC) codes. This method can adapt well to the three main kinds of intensity modulation/direct detection (IM/DD) optical channel, i.e., the chi-square channel, the Webb-Gaussian channel and the additive white Gaussian noise (AWGN) channel. The performance penalty of channel estimation is neglected.

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

NASA Technical Reports Server (NTRS)

Frisbee, Joseph H., Jr.

2011-01-01

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the un-certainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Combinatorics of least-squares trees.

PubMed

Mihaescu, Radu; Pachter, Lior

2008-09-09

A recurring theme in the least-squares approach to phylogenetics has been the discovery of elegant combinatorial formulas for the least-squares estimates of edge lengths. These formulas have proved useful for the development of efficient algorithms, and have also been important for understanding connections among popular phylogeny algorithms. For example, the selection criterion of the neighbor-joining algorithm is now understood in terms of the combinatorial formulas of Pauplin for estimating tree length. We highlight a phylogenetically desirable property that weighted least-squares methods should satisfy, and provide a complete characterization of methods that satisfy the property. The necessary and sufficient condition is a multiplicative four-point condition that the variance matrix needs to satisfy. The proof is based on the observation that the Lagrange multipliers in the proof of the Gauss-Markov theorem are tree-additive. Our results generalize and complete previous work on ordinary least squares, balanced minimum evolution, and the taxon-weighted variance model. They also provide a time-optimal algorithm for computation.

Estimation of distributional parameters for censored trace level water quality data: 2. Verification and applications

USGS Publications Warehouse

Helsel, Dennis R.; Gilliom, Robert J.

1986-01-01

Estimates of distributional parameters (mean, standard deviation, median, interquartile range) are often desired for data sets containing censored observations. Eight methods for estimating these parameters have been evaluated by R. J. Gilliom and D. R. Helsel (this issue) using Monte Carlo simulations. To verify those findings, the same methods are now applied to actual water quality data. The best method (lowest root-mean-squared error (rmse)) over all parameters, sample sizes, and censoring levels is log probability regression (LR), the method found best in the Monte Carlo simulations. Best methods for estimating moment or percentile parameters separately are also identical to the simulations. Reliability of these estimates can be expressed as confidence intervals using rmse and bias values taken from the simulation results. Finally, a new simulation study shows that best methods for estimating uncensored sample statistics from censored data sets are identical to those for estimating population parameters. Thus this study and the companion study by Gilliom and Helsel form the basis for making the best possible estimates of either population parameters or sample statistics from censored water quality data, and for assessments of their reliability.

Methods for estimating annual exceedance-probability discharges for streams in Iowa, based on data through water year 2010

USGS Publications Warehouse

Eash, David A.; Barnes, Kimberlee K.; Veilleux, Andrea G.

2013-01-01

A statewide study was performed to develop regional regression equations for estimating selected annual exceedance-probability statistics for ungaged stream sites in Iowa. The study area comprises streamgages located within Iowa and 50 miles beyond the State’s borders. Annual exceedance-probability estimates were computed for 518 streamgages by using the expected moments algorithm to fit a Pearson Type III distribution to the logarithms of annual peak discharges for each streamgage using annual peak-discharge data through 2010. The estimation of the selected statistics included a Bayesian weighted least-squares/generalized least-squares regression analysis to update regional skew coefficients for the 518 streamgages. Low-outlier and historic information were incorporated into the annual exceedance-probability analyses, and a generalized Grubbs-Beck test was used to detect multiple potentially influential low flows. Also, geographic information system software was used to measure 59 selected basin characteristics for each streamgage. Regional regression analysis, using generalized least-squares regression, was used to develop a set of equations for each flood region in Iowa for estimating discharges for ungaged stream sites with 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent annual exceedance probabilities, which are equivalent to annual flood-frequency recurrence intervals of 2, 5, 10, 25, 50, 100, 200, and 500 years, respectively. A total of 394 streamgages were included in the development of regional regression equations for three flood regions (regions 1, 2, and 3) that were defined for Iowa based on landform regions and soil regions. Average standard errors of prediction range from 31.8 to 45.2 percent for flood region 1, 19.4 to 46.8 percent for flood region 2, and 26.5 to 43.1 percent for flood region 3. The pseudo coefficients of determination for the generalized least-squares equations range from 90.8 to 96.2 percent for flood region 1, 91.5 to 97.9 percent for flood region 2, and 92.4 to 96.0 percent for flood region 3. The regression equations are applicable only to stream sites in Iowa with flows not significantly affected by regulation, diversion, channelization, backwater, or urbanization and with basin characteristics within the range of those used to develop the equations. These regression equations will be implemented within the U.S. Geological Survey StreamStats Web-based geographic information system tool. StreamStats allows users to click on any ungaged site on a river and compute estimates of the eight selected statistics; in addition, 90-percent prediction intervals and the measured basin characteristics for the ungaged sites also are provided by the Web-based tool. StreamStats also allows users to click on any streamgage in Iowa and estimates computed for these eight selected statistics are provided for the streamgage.

The Estimation of Gestational Age at Birth in Database Studies.

PubMed

Eberg, Maria; Platt, Robert W; Filion, Kristian B

2017-11-01

Studies on the safety of prenatal medication use require valid estimation of the pregnancy duration. However, gestational age is often incompletely recorded in administrative and clinical databases. Our objective was to compare different approaches to estimating the pregnancy duration. Using data from the Clinical Practice Research Datalink and Hospital Episode Statistics, we examined the following four approaches to estimating missing gestational age: (1) generalized estimating equations for longitudinal data; (2) multiple imputation; (3) estimation based on fetal birth weight and sex; and (4) conventional approaches that assigned a fixed value (39 weeks for all or 39 weeks for full term and 35 weeks for preterm). The gestational age recorded in Hospital Episode Statistics was considered the gold standard. We conducted a simulation study comparing the described approaches in terms of estimated bias and mean square error. A total of 25,929 infants from 22,774 mothers were included in our "gold standard" cohort. The smallest average absolute bias was observed for the generalized estimating equation that included birth weight, while the largest absolute bias occurred when assigning 39-week gestation to all those with missing values. The smallest mean square errors were detected with generalized estimating equations while multiple imputation had the highest mean square errors. The use of generalized estimating equations resulted in the most accurate estimation of missing gestational age when birth weight information was available. In the absence of birth weight, assignment of fixed gestational age based on term/preterm status may be the optimal approach.

On Roots and Squares--Estimation, Intuition and Creativity

ERIC Educational Resources Information Center

Patkin, Dorit; Gazit, Avikam

2013-01-01

The paper presents findings of a small scale study of a few items related to problem solving with squares and roots, for different teacher groups (pre-service and in-service mathematics teachers: elementary and junior high school). The research participants were asked to explain what would be the units digit of a natural number to be squared in…

Enhancing Students' Understanding of Square Roots

ERIC Educational Resources Information Center

Wiesman, Jeff L.

2015-01-01

Students enrolled in a middle school prealgebra or algebra course often struggle to conceptualize and understand the meaning of radical notation when it is introduced. For example, although it is important for students to approximate the decimal value of a number such as [square root of] 30 and estimate the value of a square root in the form of…

Roll Angle Estimation Using Thermopiles for a Flight Controlled Mortar

DTIC Science & Technology

2012-06-01

Using Xilinx’s System generator, the entire design was implemented at a relatively high level within Malab’s Simulink. This allowed VHDL code to...thermopile data with a Recursive Least Squares (RLS) filter implemented on a field programmable gate array (FPGA). These results demonstrate the...accurately estimated by processing the thermopile data with a Recursive Least Squares (RLS) filter implemented on a field programmable gate array (FPGA

Linear and nonlinear ARMA model parameter estimation using an artificial neural network

NASA Technical Reports Server (NTRS)

Chon, K. H.; Cohen, R. J.

1997-01-01

This paper addresses parametric system identification of linear and nonlinear dynamic systems by analysis of the input and output signals. Specifically, we investigate the relationship between estimation of the system using a feedforward neural network model and estimation of the system by use of linear and nonlinear autoregressive moving-average (ARMA) models. By utilizing a neural network model incorporating a polynomial activation function, we show the equivalence of the artificial neural network to the linear and nonlinear ARMA models. We compare the parameterization of the estimated system using the neural network and ARMA approaches by utilizing data generated by means of computer simulations. Specifically, we show that the parameters of a simulated ARMA system can be obtained from the neural network analysis of the simulated data or by conventional least squares ARMA analysis. The feasibility of applying neural networks with polynomial activation functions to the analysis of experimental data is explored by application to measurements of heart rate (HR) and instantaneous lung volume (ILV) fluctuations.

Development of molecular closures for the reference interaction site model theory with application to square-well and Lennard-Jones homonuclear diatomics.

PubMed

Munaò, Gianmarco; Costa, Dino; Caccamo, Carlo

2016-10-19

Inspired by significant improvements obtained for the performances of the polymer reference interaction site model (PRISM) theory of the fluid phase when coupled with 'molecular closures' (Schweizer and Yethiraj 1993 J. Chem. Phys. 98 9053), we exploit a matrix generalization of this concept, suitable for the more general RISM framework. We report a preliminary test of the formalism, as applied to prototype square-well homonuclear diatomics. As for the structure, comparison with Monte Carlo shows that molecular closures are slightly more predictive than their 'atomic' counterparts, and thermodynamic properties are equally accurate. We also devise an application of molecular closures to models interacting via continuous, soft-core potentials, by using well established prescriptions in liquid state perturbation theories. In the case of Lennard-Jones dimers, our scheme definitely improves over the atomic one, providing semi-quantitative structural results, and quite good estimates of internal energy, pressure and phase coexistence. Our finding paves the way to a systematic employment of molecular closures within the RISM framework to be applied to more complex systems, such as molecules constituted by several non-equivalent interaction sites.

Application of least square support vector machine and multivariate adaptive regression spline models in long term prediction of river water pollution

NASA Astrophysics Data System (ADS)

Kisi, Ozgur; Parmar, Kulwinder Singh

2016-03-01

This study investigates the accuracy of least square support vector machine (LSSVM), multivariate adaptive regression splines (MARS) and M5 model tree (M5Tree) in modeling river water pollution. Various combinations of water quality parameters, Free Ammonia (AMM), Total Kjeldahl Nitrogen (TKN), Water Temperature (WT), Total Coliform (TC), Fecal Coliform (FC) and Potential of Hydrogen (pH) monitored at Nizamuddin, Delhi Yamuna River in India were used as inputs to the applied models. Results indicated that the LSSVM and MARS models had almost same accuracy and they performed better than the M5Tree model in modeling monthly chemical oxygen demand (COD). The average root mean square error (RMSE) of the LSSVM and M5Tree models was decreased by 1.47% and 19.1% using MARS model, respectively. Adding TC input to the models did not increase their accuracy in modeling COD while adding FC and pH inputs to the models generally decreased the accuracy. The overall results indicated that the MARS and LSSVM models could be successfully used in estimating monthly river water pollution level by using AMM, TKN and WT parameters as inputs.

An Evaluation of the Plant Density Estimator the Point-Centred Quarter Method (PCQM) Using Monte Carlo Simulation.

PubMed

Khan, Md Nabiul Islam; Hijbeek, Renske; Berger, Uta; Koedam, Nico; Grueters, Uwe; Islam, S M Zahirul; Hasan, Md Asadul; Dahdouh-Guebas, Farid

2016-01-01

In the Point-Centred Quarter Method (PCQM), the mean distance of the first nearest plants in each quadrant of a number of random sample points is converted to plant density. It is a quick method for plant density estimation. In recent publications the estimator equations of simple PCQM (PCQM1) and higher order ones (PCQM2 and PCQM3, which uses the distance of the second and third nearest plants, respectively) show discrepancy. This study attempts to review PCQM estimators in order to find the most accurate equation form. We tested the accuracy of different PCQM equations using Monte Carlo Simulations in simulated (having 'random', 'aggregated' and 'regular' spatial patterns) plant populations and empirical ones. PCQM requires at least 50 sample points to ensure a desired level of accuracy. PCQM with a corrected estimator is more accurate than with a previously published estimator. The published PCQM versions (PCQM1, PCQM2 and PCQM3) show significant differences in accuracy of density estimation, i.e. the higher order PCQM provides higher accuracy. However, the corrected PCQM versions show no significant differences among them as tested in various spatial patterns except in plant assemblages with a strong repulsion (plant competition). If N is number of sample points and R is distance, the corrected estimator of PCQM1 is 4(4N - 1)/(π ∑ R2) but not 12N/(π ∑ R2), of PCQM2 is 4(8N - 1)/(π ∑ R2) but not 28N/(π ∑ R2) and of PCQM3 is 4(12N - 1)/(π ∑ R2) but not 44N/(π ∑ R2) as published. If the spatial pattern of a plant association is random, PCQM1 with a corrected equation estimator and over 50 sample points would be sufficient to provide accurate density estimation. PCQM using just the nearest tree in each quadrant is therefore sufficient, which facilitates sampling of trees, particularly in areas with just a few hundred trees per hectare. PCQM3 provides the best density estimations for all types of plant assemblages including the repulsion process. Since in practice, the spatial pattern of a plant association remains unknown before starting a vegetation survey, for field applications the use of PCQM3 along with the corrected estimator is recommended. However, for sparse plant populations, where the use of PCQM3 may pose practical limitations, the PCQM2 or PCQM1 would be applied. During application of PCQM in the field, care should be taken to summarize the distance data based on 'the inverse summation of squared distances' but not 'the summation of inverse squared distances' as erroneously published.

A comparison of three approaches to non-stationary flood frequency analysis

NASA Astrophysics Data System (ADS)

Debele, S. E.; Strupczewski, W. G.; Bogdanowicz, E.

2017-08-01

Non-stationary flood frequency analysis (FFA) is applied to statistical analysis of seasonal flow maxima from Polish and Norwegian catchments. Three non-stationary estimation methods, namely, maximum likelihood (ML), two stage (WLS/TS) and GAMLSS (generalized additive model for location, scale and shape parameters), are compared in the context of capturing the effect of non-stationarity on the estimation of time-dependent moments and design quantiles. The use of a multimodel approach is recommended, to reduce the errors due to the model misspecification in the magnitude of quantiles. The results of calculations based on observed seasonal daily flow maxima and computer simulation experiments showed that GAMLSS gave the best results with respect to the relative bias and root mean square error in the estimates of trend in the standard deviation and the constant shape parameter, while WLS/TS provided better accuracy in the estimates of trend in the mean value. Within three compared methods the WLS/TS method is recommended to deal with non-stationarity in short time series. Some practical aspects of the GAMLSS package application are also presented. The detailed discussion of general issues related to consequences of climate change in the FFA is presented in the second part of the article entitled "Around and about an application of the GAMLSS package in non-stationary flood frequency analysis".

The Applicability of Confidence Intervals of Quantiles for the Generalized Logistic Distribution

NASA Astrophysics Data System (ADS)

Shin, H.; Heo, J.; Kim, T.; Jung, Y.

2007-12-01

The generalized logistic (GL) distribution has been widely used for frequency analysis. However, there is a little study related to the confidence intervals that indicate the prediction accuracy of distribution for the GL distribution. In this paper, the estimation of the confidence intervals of quantiles for the GL distribution is presented based on the method of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM) and the asymptotic variances of each quantile estimator are derived as functions of the sample sizes, return periods, and parameters. Monte Carlo simulation experiments are also performed to verify the applicability of the derived confidence intervals of quantile. As the results, the relative bias (RBIAS) and relative root mean square error (RRMSE) of the confidence intervals generally increase as return period increases and reverse as sample size increases. And PWM for estimating the confidence intervals performs better than the other methods in terms of RRMSE when the data is almost symmetric while ML shows the smallest RBIAS and RRMSE when the data is more skewed and sample size is moderately large. The GL model was applied to fit the distribution of annual maximum rainfall data. The results show that there are little differences in the estimated quantiles between ML and PWM while distinct differences in MOM.

Evaluating the capacity of GF-4 satellite data for estimating fractional vegetation cover

NASA Astrophysics Data System (ADS)

Zhang, C.; Qin, Q.; Ren, H.; Zhang, T.; Sun, Y.

2016-12-01

Fractional vegetation cover (FVC) is a crucial parameter for many agricultural, environmental, meteorological and ecological applications, which is of great importance for studies on ecosystem structure and function. The Chinese GaoFen-4 (GF-4) geostationary satellite designed for the purpose of environmental and ecological observation was launched in December 29, 2015, and official use has been started by Chinese Government on June 13, 2016. Multi-spectral images with spatial resolution of 50 m and high temporal resolution, could be acquired by the sensor on GF-4 satellite on the 36000 km-altitude orbit. To take full advantage of the outstanding performance of GF-4 satellite, this study evaluated the capacity of GF-4 satellite data for monitoring FVC. To the best of our knowledge, this is the first research about estimating FVC from GF-4 satellite images. First, we developed a procedure for preprocessing GF-4 satellite data, including radiometric calibration and atmospheric correction, to acquire surface reflectance. Then single image and multi-temporal images were used for extracting the endmembers of vegetation and soil, respectively. After that, dimidiate pixel model and square model based on vegetation indices were used for estimating FVC. Finally, the estimation results were comparatively analyzed with FVC estimated by other existing sensors. The experimental results showed that satisfying accuracy of FVC estimation could be achieved from GF-4 satellite images using dimidiate pixel model and square model based on vegetation indices. What's more, the multi-temporal images increased the probability to find pure vegetation and soil endmembers, thus the characteristic of high temporal resolution of GF-4 satellite images improved the accuracy of FVC estimation. This study demonstrated the capacity of GF-4 satellite data for monitoring FVC. The conclusions reached by this study are significant for improving the accuracy and spatial-temporal resolution of existing FVC products, which provides a basis for the studies on ecosystem structure and function using remote sensing data acquired by GF-4 satellite.

Application of artificial intelligence to estimate the reference evapotranspiration in sub-humid Doon valley

NASA Astrophysics Data System (ADS)

Nema, Manish K.; Khare, Deepak; Chandniha, Surendra K.

2017-11-01

Estimation of evapotranspiration (ET) is an essential component of the hydrologic cycle, which is also requisite for efficient irrigation water management planning and hydro-meteorological studies at both the basin and catchment scales. There are about twenty well-established methods available for ET estimation which depends upon various meteorological parameters and assumptions. Most of these methods are physically based and need a variety of input data. The FAO-56 Penman-Monteith method (PM) for estimating reference evapotranspiration (ET0) is recommend for irrigation scheduling worldwide, because PM generally yields the best results under various climatic conditions. This study investigates the abilities of artificial neural networks (ANN) to improve the accuracy of monthly evaporation estimation in sub-humid climatic region of Dehradun. In the first part of the study, different ANN models, comprising various combinations of training function and number of neutrons were developed to estimate the ET0 and it has been compared with the Penman-Monteith (PM) ET0 as the ideal (observed) ET0. Various statistical approaches were considered to estimate the model performance, i.e. Coefficient of Correlation ( r), Sum of Squared Errors, Root Mean Square Error, Nash-Sutcliffe Efficiency Index (NSE) and Mean Absolute Error. The ANN model with Levenberg-Marquardt training algorithm, single hidden layer and nine number of neutron schema was found the best predicting capabilities for the study station with Coefficient of Correlation ( r) and NSE value of 0.996 and 0.991 for calibration period and 0.990 and 0.980 for validation period, respectively. In the subsequent part of the study, the trend analysis of ET0 time series revealed a rising trend in the month of March, and a falling trend during June to November, except August, with more than 90% significance level and the annual declining rate was found to 1.49 mm per year.

A channel estimation scheme for MIMO-OFDM systems

NASA Astrophysics Data System (ADS)

He, Chunlong; Tian, Chu; Li, Xingquan; Zhang, Ce; Zhang, Shiqi; Liu, Chaowen

2017-08-01

In view of the contradiction of the time-domain least squares (LS) channel estimation performance and the practical realization complexity, a reduced complexity channel estimation method for multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) based on pilot is obtained. This approach can transform the complexity of MIMO-OFDM channel estimation problem into a simple single input single output-orthogonal frequency division multiplexing (SISO-OFDM) channel estimation problem and therefore there is no need for large matrix pseudo-inverse, which greatly reduces the complexity of algorithms. Simulation results show that the bit error rate (BER) performance of the obtained method with time orthogonal training sequences and linear minimum mean square error (LMMSE) criteria is better than that of time-domain LS estimator and nearly optimal performance.

Manning’s equation and two-dimensional flow analogs

NASA Astrophysics Data System (ADS)

Hromadka, T. V., II; Whitley, R. J.; Jordan, N.; Meyer, T.

2010-07-01

SummaryTwo-dimensional (2D) flow models based on the well-known governing 2D flow equations are applied to floodplain analysis purposes. These 2D models numerically solve the governing flow equations simultaneously or explicitly on a discretization of the floodplain using grid tiles or similar tile cell geometry, called "elements". By use of automated information systems such as digital terrain modeling, digital elevation models, and GIS, large-scale topographic floodplain maps can be readily discretized into thousands of elements that densely cover the floodplain in an edge-to-edge form. However, the assumed principal flow directions of the flow model analog, as applied across an array of elements, typically do not align with the floodplain flow streamlines. This paper examines the mathematical underpinnings of a four-direction flow analog using an array of square elements with respect to floodplain flow streamlines that are not in alignment with the analog's principal flow directions. It is determined that application of Manning's equation to estimate the friction slope terms of the governing flow equations, in directions that are not coincident with the flow streamlines, may introduce a bias in modeling results, in the form of slight underestimation of flow depths. It is also determined that the maximum theoretical bias, occurs when a single square element is rotated by about 13°, and not 45° as would be intuitively thought. The bias as a function of rotation angle for an array of square elements follows approximately the bias for a single square element. For both the theoretical single square element and an array of square elements, the bias as a function of alignment angle follows a relatively constant value from about 5° to about 85°, centered at about 45°. This bias was first noted about a decade prior to the present paper, and the magnitude of this bias was estimated then to be about 20% at about 10° misalignment. An adjustment of Manning's n is investigated based on a considered steady state uniform flow problem, but the magnitude of the adjustment (about 20%) is on the order of the magnitude of the accepted ranges of friction factors. For usual cases where random streamline trajectory variability within the floodplain flow is greater than a few degrees from perfect alignment, the apparent bias appears to be implicitly included in the Manning's n values. It can be concluded that the array of square elements may be applied over the digital terrain model without respect to topographic flow directions.

A technique for estimating ground-water levels at sites in Rhode Island from observation-well data

USGS Publications Warehouse

Socolow, Roy S.; Frimpter, Michael H.; Turtora, Michael; Bell, Richard W.

1994-01-01

Estimates of future high, median, and low ground- water levels are needed for engineering and architectural design decisions and for appropriate selection of land uses. For example, the failure of individual underground sewage-disposal systems due to high ground-water levels can be prevented if accurate water-level estimates are available. Estimates of extreme or average conditions are needed because short duration preconstruction obser- vations are unlikely to be adequately represen- tative. Water-level records for 40 U.S. Geological Survey observation wells in Rhode Island were used to describe and interpret water-level fluctuations. The maximum annual range of water levels average about 6 feet in sand and gravel and 11 feet in till. These data were used to develop equations for estimating future high, median, and low water levels on the basis of any one measurement at a site and records of water levels at observation wells used as indexes. The estimating technique relies on several assumptions about temporal and spatial variations: (1) Water levels will vary in the future as they have in the past, (2) Water levels fluctuate seasonally (3) Ground-water fluctuations are dependent on site geology, and (4) Water levels throughout Rhode Island are subject to similar precipitation and climate. Comparison of 6,697 estimates of high, median, and low water levels (depth to water level exceeded 95, 50, and 5 percent of the time, respectively) with the actual measured levels exceeded 95, 50, and 5 percent of the time at 14 sites unaffected by pumping and unknown reasons, yielded mean squared errors ranging from 0.34 to 1.53 square feet, 0.30 to 1.22 square feet, and 0.32 to 2.55 square feet, respectively. (USGS)

A theory of fine structure image models with an application to detection and classification of dementia.

PubMed

O'Neill, William; Penn, Richard; Werner, Michael; Thomas, Justin

2015-06-01

Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible.

Snow Process Estimation Over the Extratropical Andes Using a Data Assimilation Framework Integrating MERRA Data and Landsat Imagery

NASA Technical Reports Server (NTRS)

Cortes, Gonzalo; Girotto, Manuela; Margulis, Steven

2016-01-01

A data assimilation framework was implemented with the objective of obtaining high resolution retrospective snow water equivalent (SWE) estimates over several Andean study basins. The framework integrates Landsat fractional snow covered area (fSCA) images, a land surface and snow depletion model, and the Modern Era Retrospective Analysis for Research and Applications (MERRA) reanalysis as a forcing data set. The outputs are SWE and fSCA fields (1985-2015) at a resolution of 90 m that are consistent with the observed depletion record. Verification using in-situ snow surveys showed significant improvements in the accuracy of the SWE estimates relative to forward model estimates, with increases in correlation (0.49-0.87) and reductions in root mean square error (0.316 m to 0.129 m) and mean error (-0.221 m to 0.009 m). A sensitivity analysis showed that the framework is robust to variations in physiography, fSCA data availability and a priori precipitation biases. Results from the application to the headwater basin of the Aconcagua River showed how the forward model versus the fSCA-conditioned estimate resulted in different quantifications of the relationship between runoff and SWE, and different correlation patterns between pixel-wise SWE and ENSO. The illustrative results confirm the influence that ENSO has on snow accumulation for Andean basins draining into the Pacific, with ENSO explaining approximately 25% of the variability in near-peak (1 September) SWE values. Our results show how the assimilation of fSCA data results in a significant improvement upon MERRA-forced modeled SWE estimates, further increasing the utility of the MERRA data for high-resolution snow modeling applications.

Kriging: Understanding allays intimidation

USGS Publications Warehouse

Olea, R.A.

1996-01-01

In 1938 Daniel Gerhardus "Danie" Krige obtained an undergraduate degree in mining engineering and started a brilliant career centered on analyzing the gold and uranium mines in the Witwatersrand conglomerates of South Africa. He became interested in the disharmony between the poor reliability of reserve estimation reports and the magnitude of the economic decisions that were based on these studies. Back at the University of Witwatersrand, he wrote a master's thesis that began a revolution in mining evaluation methods. Krige was not alone in his research. Another mining engineer, Georges Matheron, a Frenchman, thought space data analysis belonged in a separate discipline, just as geophysics is a separate branch from physics. He named the new field geostatistics. Kriging is the name given in geostatistics to a collection of generalized linear regression techniques for the estimation of spatial phenomena. Pierre Carlier, another Frenchman, coined the term krigeage in the late 1950s to honor Krige's seminal work. Matheron anglicized the term to kriging when he published a paper for English-speaking readers. France dominated the development and application of geostatistics for several years. However, geostatistics in general, and kriging in particular, are employed by few and are regarded with apprehension by many. One of the possible applications of kriging is in computer mapping. Computer contouring methods can be grouped into two families: triangulation and gridding. The former is a direct procedure in which the contour lines are computed straight from the data by partitioning the sampling area into triangles with one observation per vertex. Kriging belongs in the gridding family. A grid is a regular arrangement of locations or nodes. In the gridding method the isolines are determined from interpolated values at the nodes. The difference between kriging and other weighting methods is in the calculation of the weights. Even for the simplest form of kriging, the calculations are more demanding. The kriging system of equations differs from classical regression in that the observations are allowed to be correlated and that neither the estimate nor the observations are necessarily points - they may have a volume, shape, and orientation. The mean square error is the average of the squares of the differences between the true and the estimated values. Simple kriging, the most basic form of kriging in that the system of equations has the fewest terms, requires the phenomena to have a constant and known mean. The next step up, ordinary kriging, does not require knowledge of the population mean. The external drift method, universal kriging, and intrinsic kriging go even further by allowing fluctuations in the mean. In practice, estimation by kriging is not as difficult to handle as it may look at first glance. In these days of high technology, all the details in the procedure are coded into computer programs. When properly used, kriging has several appealing attributes, the most important being that it does the work more accurately. By design, kriging provides the weights that result in the minimum mean square error. And yes, there have been people who have tested its superiority with real data. Practice has consistently confirmed theory. Kriging is also robust. Within reasonable limits, kriging tends to persist in yielding correct estimates even when the user selects the wrong model, misspecifies parameters, or both. This property should be an incentive for the novice to try the method. Gross misuse of kriging, though, can lead to poor results, worse even than those produced by alternative methods. Kriging has evolved and continues to expand to accommodate the estimation of increasingly demanding realities. Conclusions Theory and practice show that computer contour maps generated using kriging have the least mean square estimation error. In addition, the method provides information to assess the reliability of the maps.

36 CFR 910.3 - Program administration.

Code of Federal Regulations, 2011 CFR

2011-07-01

... DEVELOPMENT AREA General § 910.3 Program administration. (a) This part 910, together with Square Guidelines... understand and participate in the process of square development within the Development Area. (1) This part... provides a glossary of defined terms applicable to this part as well as Square Guidelines. (2) Square...

36 CFR 910.3 - Program administration.

Code of Federal Regulations, 2012 CFR

2012-07-01

... DEVELOPMENT AREA General § 910.3 Program administration. (a) This part 910, together with Square Guidelines... understand and participate in the process of square development within the Development Area. (1) This part... provides a glossary of defined terms applicable to this part as well as Square Guidelines. (2) Square...

36 CFR 910.3 - Program administration.

Code of Federal Regulations, 2010 CFR

2010-07-01

... DEVELOPMENT AREA General § 910.3 Program administration. (a) This part 910, together with Square Guidelines... understand and participate in the process of square development within the Development Area. (1) This part... provides a glossary of defined terms applicable to this part as well as Square Guidelines. (2) Square...

36 CFR 910.3 - Program administration.

Code of Federal Regulations, 2014 CFR

2014-07-01

... DEVELOPMENT AREA General § 910.3 Program administration. (a) This part 910, together with Square Guidelines... understand and participate in the process of square development within the Development Area. (1) This part... provides a glossary of defined terms applicable to this part as well as Square Guidelines. (2) Square...

Equivalent square formula for determining the surface dose of rectangular field from 6 MV therapeutic photon beam.

PubMed

Apipunyasopon, Lukkana; Srisatit, Somyot; Phaisangittisakul, Nakorn

2013-09-06

The purpose of the study was to investigate the use of the equivalent square formula for determining the surface dose from a rectangular photon beam. A 6 MV therapeutic photon beam delivered from a Varian Clinac 23EX medical linear accelerator was modeled using the EGS4nrc Monte Carlo simulation package. It was then used to calculate the dose in the build-up region from both square and rectangular fields. The field patterns were defined by various settings of the X- and Y-collimator jaw ranging from 5 to 20 cm. Dose measurements were performed using a thermoluminescence dosimeter and a Markus parallel-plate ionization chamber on the four square fields (5 × 5, 10 × 10, 15 × 15, and 20 × 20 cm2). The surface dose was acquired by extrapolating the build-up doses to the surface. An equivalent square for a rectangular field was determined using the area-to-perimeter formula, and the surface dose of the equivalent square was estimated using the square-field data. The surface dose of square field increased linearly from approximately 10% to 28% as the side of the square field increased from 5 to 20 cm. The influence of collimator exchange on the surface dose was found to be not significant. The difference in the percentage surface dose of the rectangular field compared to that of the relevant equivalent square was insignificant and can be clinically neglected. The use of the area-to-perimeter formula for an equivalent square field can provide a clinically acceptable surface dose estimation for a rectangular field from a 6 MV therapy photon beam.

Path Following in the Exact Penalty Method of Convex Programming.

PubMed

Zhou, Hua; Lange, Kenneth

2015-07-01

Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. In practice, the kinks in the penalty and the unknown magnitude of the penalty constant prevent wide application of the exact penalty method in nonlinear programming. In this article, we examine a strategy of path following consistent with the exact penalty method. Instead of performing optimization at a single penalty constant, we trace the solution as a continuous function of the penalty constant. Thus, path following starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. For quadratic programming, the solution path is piecewise linear and takes large jumps from constraint to constraint. For a general convex program, the solution path is piecewise smooth, and path following operates by numerically solving an ordinary differential equation segment by segment. Our diverse applications to a) projection onto a convex set, b) nonnegative least squares, c) quadratically constrained quadratic programming, d) geometric programming, and e) semidefinite programming illustrate the mechanics and potential of path following. The final detour to image denoising demonstrates the relevance of path following to regularized estimation in inverse problems. In regularized estimation, one follows the solution path as the penalty constant decreases from a large value.

Path Following in the Exact Penalty Method of Convex Programming

PubMed Central

Zhou, Hua; Lange, Kenneth

2015-01-01

Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. In practice, the kinks in the penalty and the unknown magnitude of the penalty constant prevent wide application of the exact penalty method in nonlinear programming. In this article, we examine a strategy of path following consistent with the exact penalty method. Instead of performing optimization at a single penalty constant, we trace the solution as a continuous function of the penalty constant. Thus, path following starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. For quadratic programming, the solution path is piecewise linear and takes large jumps from constraint to constraint. For a general convex program, the solution path is piecewise smooth, and path following operates by numerically solving an ordinary differential equation segment by segment. Our diverse applications to a) projection onto a convex set, b) nonnegative least squares, c) quadratically constrained quadratic programming, d) geometric programming, and e) semidefinite programming illustrate the mechanics and potential of path following. The final detour to image denoising demonstrates the relevance of path following to regularized estimation in inverse problems. In regularized estimation, one follows the solution path as the penalty constant decreases from a large value. PMID:26366044

Optimum data weighting and error calibration for estimation of gravitational parameters

NASA Technical Reports Server (NTRS)

Lerch, F. J.

1989-01-01

A new technique was developed for the weighting of data from satellite tracking systems in order to obtain an optimum least squares solution and an error calibration for the solution parameters. Data sets from optical, electronic, and laser systems on 17 satellites in GEM-T1 (Goddard Earth Model, 36x36 spherical harmonic field) were employed toward application of this technique for gravity field parameters. Also, GEM-T2 (31 satellites) was recently computed as a direct application of the method and is summarized here. The method employs subset solutions of the data associated with the complete solution and uses an algorithm to adjust the data weights by requiring the differences of parameters between solutions to agree with their error estimates. With the adjusted weights the process provides for an automatic calibration of the error estimates for the solution parameters. The data weights derived are generally much smaller than corresponding weights obtained from nominal values of observation accuracy or residuals. Independent tests show significant improvement for solutions with optimal weighting as compared to the nominal weighting. The technique is general and may be applied to orbit parameters, station coordinates, or other parameters than the gravity model.

Complex mode indication function and its applications to spatial domain parameter estimation

NASA Astrophysics Data System (ADS)

Shih, C. Y.; Tsuei, Y. G.; Allemang, R. J.; Brown, D. L.

1988-10-01

This paper introduces the concept of the Complex Mode Indication Function (CMIF) and its application in spatial domain parameter estimation. The concept of CMIF is developed by performing singular value decomposition (SVD) of the Frequency Response Function (FRF) matrix at each spectral line. The CMIF is defined as the eigenvalues, which are the square of the singular values, solved from the normal matrix formed from the FRF matrix, [ H( jω)] H[ H( jω)], at each spectral line. The CMIF appears to be a simple and efficient method for identifying the modes of the complex system. The CMIF identifies modes by showing the physical magnitude of each mode and the damped natural frequency for each root. Since multiple reference data is applied in CMIF, repeated roots can be detected. The CMIF also gives global modal parameters, such as damped natural frequencies, mode shapes and modal participation vectors. Since CMIF works in the spatial domain, uneven frequency spacing data such as data from spatial sine testing can be used. A second-stage procedure for accurate damped natural frequency and damping estimation as well as mode shape scaling is also discussed in this paper.

Application of Fourier transform infrared spectroscopy with chemometrics on postmortem interval estimation based on pericardial fluids.

PubMed

Zhang, Ji; Li, Bing; Wang, Qi; Wei, Xin; Feng, Weibo; Chen, Yijiu; Huang, Ping; Wang, Zhenyuan

2017-12-21

Postmortem interval (PMI) evaluation remains a challenge in the forensic community due to the lack of efficient methods. Studies have focused on chemical analysis of biofluids for PMI estimation; however, no reports using spectroscopic methods in pericardial fluid (PF) are available. In this study, Fourier transform infrared (FTIR) spectroscopy with attenuated total reflectance (ATR) accessory was applied to collect comprehensive biochemical information from rabbit PF at different PMIs. The PMI-dependent spectral signature was determined by two-dimensional (2D) correlation analysis. The partial least square (PLS) and nu-support vector machine (nu-SVM) models were then established based on the acquired spectral dataset. Spectral variables associated with amide I, amide II, COO - , C-H bending, and C-O or C-OH vibrations arising from proteins, polypeptides, amino acids and carbohydrates, respectively, were susceptible to PMI in 2D correlation analysis. Moreover, the nu-SVM model appeared to achieve a more satisfactory prediction than the PLS model in calibration; the reliability of both models was determined in an external validation set. The study shows the possibility of application of ATR-FTIR methods in postmortem interval estimation using PF samples.

Estimating the kinetic parameters of activated sludge storage using weighted non-linear least-squares and accelerating genetic algorithm.

PubMed

Fang, Fang; Ni, Bing-Jie; Yu, Han-Qing

2009-06-01

In this study, weighted non-linear least-squares analysis and accelerating genetic algorithm are integrated to estimate the kinetic parameters of substrate consumption and storage product formation of activated sludge. A storage product formation equation is developed and used to construct the objective function for the determination of its production kinetics. The weighted least-squares analysis is employed to calculate the differences in the storage product concentration between the model predictions and the experimental data as the sum of squared weighted errors. The kinetic parameters for the substrate consumption and the storage product formation are estimated to be the maximum heterotrophic growth rate of 0.121/h, the yield coefficient of 0.44 mg CODX/mg CODS (COD, chemical oxygen demand) and the substrate half saturation constant of 16.9 mg/L, respectively, by minimizing the objective function using a real-coding-based accelerating genetic algorithm. Also, the fraction of substrate electrons diverted to the storage product formation is estimated to be 0.43 mg CODSTO/mg CODS. The validity of our approach is confirmed by the results of independent tests and the kinetic parameter values reported in literature, suggesting that this approach could be useful to evaluate the product formation kinetics of mixed cultures like activated sludge. More importantly, as this integrated approach could estimate the kinetic parameters rapidly and accurately, it could be applied to other biological processes.

Decision-making in healthcare: a practical application of partial least square path modelling to coverage of newborn screening programmes

PubMed Central

2012-01-01

Background Decision-making in healthcare is complex. Research on coverage decision-making has focused on comparative studies for several countries, statistical analyses for single decision-makers, the decision outcome and appraisal criteria. Accounting for decision processes extends the complexity, as they are multidimensional and process elements need to be regarded as latent constructs (composites) that are not observed directly. The objective of this study was to present a practical application of partial least square path modelling (PLS-PM) to evaluate how it offers a method for empirical analysis of decision-making in healthcare. Methods Empirical approaches that applied PLS-PM to decision-making in healthcare were identified through a systematic literature search. PLS-PM was used as an estimation technique for a structural equation model that specified hypotheses between the components of decision processes and the reasonableness of decision-making in terms of medical, economic and other ethical criteria. The model was estimated for a sample of 55 coverage decisions on the extension of newborn screening programmes in Europe. Results were evaluated by standard reliability and validity measures for PLS-PM. Results After modification by dropping two indicators that showed poor measures in the measurement models’ quality assessment and were not meaningful for newborn screening, the structural equation model estimation produced plausible results. The presence of three influences was supported: the links between both stakeholder participation or transparency and the reasonableness of decision-making; and the effect of transparency on the degree of scientific rigour of assessment. Reliable and valid measurement models were obtained to describe the composites of ‘transparency’, ‘participation’, ‘scientific rigour’ and ‘reasonableness’. Conclusions The structural equation model was among the first applications of PLS-PM to coverage decision-making. It allowed testing of hypotheses in situations where there are links between several non-observable constructs. PLS-PM was compatible in accounting for the complexity of coverage decisions to obtain a more realistic perspective for empirical analysis. The model specification can be used for hypothesis testing by using larger sample sizes and for data in the full domain of health technologies. PMID:22856325

Decision-making in healthcare: a practical application of partial least square path modelling to coverage of newborn screening programmes.

PubMed

Fischer, Katharina E

2012-08-02

Decision-making in healthcare is complex. Research on coverage decision-making has focused on comparative studies for several countries, statistical analyses for single decision-makers, the decision outcome and appraisal criteria. Accounting for decision processes extends the complexity, as they are multidimensional and process elements need to be regarded as latent constructs (composites) that are not observed directly. The objective of this study was to present a practical application of partial least square path modelling (PLS-PM) to evaluate how it offers a method for empirical analysis of decision-making in healthcare. Empirical approaches that applied PLS-PM to decision-making in healthcare were identified through a systematic literature search. PLS-PM was used as an estimation technique for a structural equation model that specified hypotheses between the components of decision processes and the reasonableness of decision-making in terms of medical, economic and other ethical criteria. The model was estimated for a sample of 55 coverage decisions on the extension of newborn screening programmes in Europe. Results were evaluated by standard reliability and validity measures for PLS-PM. After modification by dropping two indicators that showed poor measures in the measurement models' quality assessment and were not meaningful for newborn screening, the structural equation model estimation produced plausible results. The presence of three influences was supported: the links between both stakeholder participation or transparency and the reasonableness of decision-making; and the effect of transparency on the degree of scientific rigour of assessment. Reliable and valid measurement models were obtained to describe the composites of 'transparency', 'participation', 'scientific rigour' and 'reasonableness'. The structural equation model was among the first applications of PLS-PM to coverage decision-making. It allowed testing of hypotheses in situations where there are links between several non-observable constructs. PLS-PM was compatible in accounting for the complexity of coverage decisions to obtain a more realistic perspective for empirical analysis. The model specification can be used for hypothesis testing by using larger sample sizes and for data in the full domain of health technologies.

A Weighted Least Squares Approach To Robustify Least Squares Estimates.

ERIC Educational Resources Information Center

Lin, Chowhong; Davenport, Ernest C., Jr.

This study developed a robust linear regression technique based on the idea of weighted least squares. In this technique, a subsample of the full data of interest is drawn, based on a measure of distance, and an initial set of regression coefficients is calculated. The rest of the data points are then taken into the subsample, one after another,…

78 FR 21398 - Notice of Intent to Prepare a Supplemental Environmental Impact Statement for the Approval of a...

Federal Register 2010, 2011, 2012, 2013, 2014

2013-04-10

... square foot tribal gaming facility to be located on the Tribe's Reservation, which qualifies as ``Indian... for the management of a 203,000 square foot gaming facility on the Tribe's Reservation, which is... total estimated gaming floor area for the gaming facility is 70,000 square feet. The exterior of the...

Least Squares Neural Network-Based Wireless E-Nose System Using an SnO₂ Sensor Array.

PubMed

Shahid, Areej; Choi, Jong-Hyeok; Rana, Abu Ul Hassan Sarwar; Kim, Hyun-Seok

2018-05-06

Over the last few decades, the development of the electronic nose (E-nose) for detection and quantification of dangerous and odorless gases, such as methane (CH₄) and carbon monoxide (CO), using an array of SnO₂ gas sensors has attracted considerable attention. This paper addresses sensor cross sensitivity by developing a classifier and estimator using an artificial neural network (ANN) and least squares regression (LSR), respectively. Initially, the ANN was implemented using a feedforward pattern recognition algorithm to learn the collective behavior of an array as the signature of a particular gas. In the second phase, the classified gas was quantified by minimizing the mean square error using LSR. The combined approach produced 98.7% recognition probability, with 95.5 and 94.4% estimated gas concentration accuracies for CH₄ and CO, respectively. The classifier and estimator parameters were deployed in a remote microcontroller for the actualization of a wireless E-nose system.

A reevaluaion of data on atmospheric turbulence and airplane gust loads for application in spectral calculations

NASA Technical Reports Server (NTRS)

Press, Harry; Meadows, May T; Hadlock, Ivan

1956-01-01

The available information on the spectrum of atmospheric turbulence is first briefly reviewed. On the basis of these results, methods are developed for the conversion of available gust statistics normally given in terms of counts of gusts or acceleration peaks into a form appropriate for use in spectral calculations. The fundamental quantity for this purpose appears to be the probability distribution of the root-mean-square gust velocity. Estimates of this distribution are derived from data for a number of load histories of transport operations; also, estimates of the variation of this distribution with altitude and weather condition are derived from available data and the method of applying these results to the calculation of airplane gust-response histories in operations is also outlined. (author)

Structured functional additive regression in reproducing kernel Hilbert spaces.

PubMed

Zhu, Hongxiao; Yao, Fang; Zhang, Hao Helen

2014-06-01

Functional additive models (FAMs) provide a flexible yet simple framework for regressions involving functional predictors. The utilization of data-driven basis in an additive rather than linear structure naturally extends the classical functional linear model. However, the critical issue of selecting nonlinear additive components has been less studied. In this work, we propose a new regularization framework for the structure estimation in the context of Reproducing Kernel Hilbert Spaces. The proposed approach takes advantage of the functional principal components which greatly facilitates the implementation and the theoretical analysis. The selection and estimation are achieved by penalized least squares using a penalty which encourages the sparse structure of the additive components. Theoretical properties such as the rate of convergence are investigated. The empirical performance is demonstrated through simulation studies and a real data application.

Small area estimation of proportions with different levels of auxiliary data.

PubMed

Chandra, Hukum; Kumar, Sushil; Aditya, Kaustav

2018-03-01

Binary data are often of interest in many small areas of applications. The use of standard small area estimation methods based on linear mixed models becomes problematic for such data. An empirical plug-in predictor (EPP) under a unit-level generalized linear mixed model with logit link function is often used for the estimation of a small area proportion. However, this EPP requires the availability of unit-level population information for auxiliary data that may not be always accessible. As a consequence, in many practical situations, this EPP approach cannot be applied. Based on the level of auxiliary information available, different small area predictors for estimation of proportions are proposed. Analytic and bootstrap approaches to estimating the mean squared error of the proposed small area predictors are also developed. Monte Carlo simulations based on both simulated and real data show that the proposed small area predictors work well for generating the small area estimates of proportions and represent a practical alternative to the above approach. The developed predictor is applied to generate estimates of the proportions of indebted farm households at district-level using debt investment survey data from India. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Estimation of photosynthetically available radiation (PAR) from OCEANSAT-I OCM using a simple atmospheric radiative transfer model

NASA Astrophysics Data System (ADS)

Tripathy, Madhumita; Raman, Mini; Chauhan, Prakash

2015-10-01

Photosynthetically available radiation (PAR) is an important variable for radiation budget, marine and terrestrial ecosystem models. OCEANSAT-1 Ocean Color Monitor (OCM) PAR was estimated using two different methods under both clear and cloudy sky conditions. In the first approach, aerosol optical depth (AOD) and cloud optical depth (COD) were estimated from OCEANSAT-1 OCM TOA (top-of-atmosphere) radiance data on a pixel by pixel basis and PAR was estimated from extraterrestrial solar flux for fifteen spectral bands using a radiative transfer model. The second approach used TOA radiances measured by OCM in the PAR spectral range to compute PAR. This approach also included surface albedo and cloud albedo as inputs. Comparison between OCEANSAT-1 OCM PAR at noon with in situ measured PAR shows that root mean square difference was 5.82% for the method I and 7.24% for the method II in daily time scales. Results indicate that methodology adopted to estimate PAR from OCEANSAT-1 OCM can produce reasonably accurate PAR estimates over the tropical Indian Ocean region. This approach can be extended to OCEANSAT-2 OCM and future OCEANSAT-3 OCM data for operational estimation of PAR for regional marine ecosystem applications.

How the 2SLS/IV estimator can handle equality constraints in structural equation models: a system-of-equations approach.

PubMed

Nestler, Steffen

2014-05-01

Parameters in structural equation models are typically estimated using the maximum likelihood (ML) approach. Bollen (1996) proposed an alternative non-iterative, equation-by-equation estimator that uses instrumental variables. Although this two-stage least squares/instrumental variables (2SLS/IV) estimator has good statistical properties, one problem with its application is that parameter equality constraints cannot be imposed. This paper presents a mathematical solution to this problem that is based on an extension of the 2SLS/IV approach to a system of equations. We present an example in which our approach was used to examine strong longitudinal measurement invariance. We also investigated the new approach in a simulation study that compared it with ML in the examination of the equality of two latent regression coefficients and strong measurement invariance. Overall, the results show that the suggested approach is a useful extension of the original 2SLS/IV estimator and allows for the effective handling of equality constraints in structural equation models. © 2013 The British Psychological Society.

August Median Streamflow on Ungaged Streams in Eastern Aroostook County, Maine

USGS Publications Warehouse

Lombard, Pamela J.; Tasker, Gary D.; Nielsen, Martha G.

2003-01-01

Methods for estimating August median streamflow were developed for ungaged, unregulated streams in the eastern part of Aroostook County, Maine, with drainage areas from 0.38 to 43 square miles and mean basin elevations from 437 to 1,024 feet. Few long-term, continuous-record streamflow-gaging stations with small drainage areas were available from which to develop the equations; therefore, 24 partial-record gaging stations were established in this investigation. A mathematical technique for estimating a standard low-flow statistic, August median streamflow, at partial-record stations was applied by relating base-flow measurements at these stations to concurrent daily flows at nearby long-term, continuous-record streamflow- gaging stations (index stations). Generalized least-squares regression analysis (GLS) was used to relate estimates of August median streamflow at gaging stations to basin characteristics at these same stations to develop equations that can be applied to estimate August median streamflow on ungaged streams. GLS accounts for varying periods of record at the gaging stations and the cross correlation of concurrent streamflows among gaging stations. Twenty-three partial-record stations and one continuous-record station were used for the final regression equations. The basin characteristics of drainage area and mean basin elevation are used in the calculated regression equation for ungaged streams to estimate August median flow. The equation has an average standard error of prediction from -38 to 62 percent. A one-variable equation uses only drainage area to estimate August median streamflow when less accuracy is acceptable. This equation has an average standard error of prediction from -40 to 67 percent. Model error is larger than sampling error for both equations, indicating that additional basin characteristics could be important to improved estimates of low-flow statistics. Weighted estimates of August median streamflow, which can be used when making estimates at partial-record or continuous-record gaging stations, range from 0.03 to 11.7 cubic feet per second or from 0.1 to 0.4 cubic feet per second per square mile. Estimates of August median streamflow on ungaged streams in the eastern part of Aroostook County, within the range of acceptable explanatory variables, range from 0.03 to 30 cubic feet per second or 0.1 to 0.7 cubic feet per second per square mile. Estimates of August median streamflow per square mile of drainage area generally increase as mean elevation and drainage area increase.

Estimating trace-suspect match probabilities for singleton Y-STR haplotypes using coalescent theory.

PubMed

Andersen, Mikkel Meyer; Caliebe, Amke; Jochens, Arne; Willuweit, Sascha; Krawczak, Michael

2013-02-01

Estimation of match probabilities for singleton haplotypes of lineage markers, i.e. for haplotypes observed only once in a reference database augmented by a suspect profile, is an important problem in forensic genetics. We compared the performance of four estimators of singleton match probabilities for Y-STRs, namely the count estimate, both with and without Brenner's so-called 'kappa correction', the surveying estimate, and a previously proposed, but rarely used, coalescent-based approach implemented in the BATWING software. Extensive simulation with BATWING of the underlying population history, haplotype evolution and subsequent database sampling revealed that the coalescent-based approach is characterized by lower bias and lower mean squared error than the uncorrected count estimator and the surveying estimator. Moreover, in contrast to the two count estimators, both the surveying and the coalescent-based approach exhibited a good correlation between the estimated and true match probabilities. However, although its overall performance is thus better than that of any other recognized method, the coalescent-based estimator is still computation-intense on the verge of general impracticability. Its application in forensic practice therefore will have to be limited to small reference databases, or to isolated cases of particular interest, until more powerful algorithms for coalescent simulation have become available. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Sequential Least-Squares Using Orthogonal Transformations. [spacecraft communication/spacecraft tracking-data smoothing

NASA Technical Reports Server (NTRS)

Bierman, G. J.

1975-01-01

Square root information estimation, starting from its beginnings in least-squares parameter estimation, is considered. Special attention is devoted to discussions of sensitivity and perturbation matrices, computed solutions and their formal statistics, consider-parameters and consider-covariances, and the effects of a priori statistics. The constant-parameter model is extended to include time-varying parameters and process noise, and the error analysis capabilities are generalized. Efficient and elegant smoothing results are obtained as easy consequences of the filter formulation. The value of the techniques is demonstrated by the navigation results that were obtained for the Mariner Venus-Mercury (Mariner 10) multiple-planetary space probe and for the Viking Mars space mission.

Estimation of reliability of predictions and model applicability domain evaluation in the analysis of acute toxicity (LD50).

PubMed

Sazonovas, A; Japertas, P; Didziapetris, R

2010-01-01

This study presents a new type of acute toxicity (LD(50)) prediction that enables automated assessment of the reliability of predictions (which is synonymous with the assessment of the Model Applicability Domain as defined by the Organization for Economic Cooperation and Development). Analysis involved nearly 75,000 compounds from six animal systems (acute rat toxicity after oral and intraperitoneal administration; acute mouse toxicity after oral, intraperitoneal, intravenous, and subcutaneous administration). Fragmental Partial Least Squares (PLS) with 100 bootstraps yielded baseline predictions that were automatically corrected for non-linear effects in local chemical spaces--a combination called Global, Adjusted Locally According to Similarity (GALAS) modelling methodology. Each prediction obtained in this manner is provided with a reliability index value that depends on both compound's similarity to the training set (that accounts for similar trends in LD(50) variations within multiple bootstraps) and consistency of experimental results with regard to the baseline model in the local chemical environment. The actual performance of the Reliability Index (RI) was proven by its good (and uniform) correlations with Root Mean Square Error (RMSE) in all validation sets, thus providing quantitative assessment of the Model Applicability Domain. The obtained models can be used for compound screening in the early stages of drug development and prioritization for experimental in vitro testing or later in vivo animal acute toxicity studies.

Assessing statistical differences between parameters estimates in Partial Least Squares path modeling.

PubMed

Rodríguez-Entrena, Macario; Schuberth, Florian; Gelhard, Carsten

2018-01-01

Structural equation modeling using partial least squares (PLS-SEM) has become a main-stream modeling approach in various disciplines. Nevertheless, prior literature still lacks a practical guidance on how to properly test for differences between parameter estimates. Whereas existing techniques such as parametric and non-parametric approaches in PLS multi-group analysis solely allow to assess differences between parameters that are estimated for different subpopulations, the study at hand introduces a technique that allows to also assess whether two parameter estimates that are derived from the same sample are statistically different. To illustrate this advancement to PLS-SEM, we particularly refer to a reduced version of the well-established technology acceptance model.

Discrete-time state estimation for stochastic polynomial systems over polynomial observations

NASA Astrophysics Data System (ADS)

Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.

2018-07-01

This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.

An Efficient Estimator for Moving Target Localization Using Multi-Station Dual-Frequency Radars.

PubMed

Huang, Jiyan; Zhang, Ying; Luo, Shan

2017-12-15

Localization of a moving target in a dual-frequency radars system has now gained considerable attention. The noncoherent localization approach based on a least squares (LS) estimator has been addressed in the literature. Compared with the LS method, a novel localization method based on a two-step weighted least squares estimator is proposed to increase positioning accuracy for a multi-station dual-frequency radars system in this paper. The effects of signal noise ratio and the number of samples on the performance of range estimation are also analyzed in the paper. Furthermore, both the theoretical variance and Cramer-Rao lower bound (CRLB) are derived. The simulation results verified the proposed method.

An Efficient Estimator for Moving Target Localization Using Multi-Station Dual-Frequency Radars

PubMed Central

Zhang, Ying; Luo, Shan

2017-01-01

Localization of a moving target in a dual-frequency radars system has now gained considerable attention. The noncoherent localization approach based on a least squares (LS) estimator has been addressed in the literature. Compared with the LS method, a novel localization method based on a two-step weighted least squares estimator is proposed to increase positioning accuracy for a multi-station dual-frequency radars system in this paper. The effects of signal noise ratio and the number of samples on the performance of range estimation are also analyzed in the paper. Furthermore, both the theoretical variance and Cramer–Rao lower bound (CRLB) are derived. The simulation results verified the proposed method. PMID:29244727

From direct-space discrepancy functions to crystallographic least squares.

PubMed

Giacovazzo, Carmelo

2015-01-01

Crystallographic least squares are a fundamental tool for crystal structure analysis. In this paper their properties are derived from functions estimating the degree of similarity between two electron-density maps. The new approach leads also to modifications of the standard least-squares procedures, potentially able to improve their efficiency. The role of the scaling factor between observed and model amplitudes is analysed: the concept of unlocated model is discussed and its scattering contribution is combined with that arising from the located model. Also, the possible use of an ancillary parameter, to be associated with the classical weight related to the variance of the observed amplitudes, is studied. The crystallographic discrepancy factors, basic tools often combined with least-squares procedures in phasing approaches, are analysed. The mathematical approach here described includes, as a special case, the so-called vector refinement, used when accurate estimates of the target phases are available.

A parameter estimation subroutine package

NASA Technical Reports Server (NTRS)

Bierman, G. J.; Nead, M. W.

1978-01-01

Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. A library of FORTRAN subroutines were developed to facilitate analyses of a variety of estimation problems. An easy to use, multi-purpose set of algorithms that are reasonably efficient and which use a minimal amount of computer storage are presented. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used. The routines are compact and efficient and are far superior to the normal equation and Kalman filter data processing algorithms that are often used for least squares analyses.

Estimation of fast and slow wave properties in cancellous bone using Prony's method and curve fitting.

PubMed

Wear, Keith A

2013-04-01

The presence of two longitudinal waves in poroelastic media is predicted by Biot's theory and has been confirmed experimentally in through-transmission measurements in cancellous bone. Estimation of attenuation coefficients and velocities of the two waves is challenging when the two waves overlap in time. The modified least squares Prony's (MLSP) method in conjuction with curve-fitting (MLSP + CF) is tested using simulations based on published values for fast and slow wave attenuation coefficients and velocities in cancellous bone from several studies in bovine femur, human femur, and human calcaneus. The search algorithm is accelerated by exploiting correlations among search parameters. The performance of the algorithm is evaluated as a function of signal-to-noise ratio (SNR). For a typical experimental SNR (40 dB), the root-mean-square errors (RMSEs) for one example (human femur) with fast and slow waves separated by approximately half of a pulse duration were 1 m/s (slow wave velocity), 4 m/s (fast wave velocity), 0.4 dB/cm MHz (slow wave attenuation slope), and 1.7 dB/cm MHz (fast wave attenuation slope). The MLSP + CF method is fast (requiring less than 2 s at SNR = 40 dB on a consumer-grade notebook computer) and is flexible with respect to the functional form of the parametric model for the transmission coefficient. The MLSP + CF method provides sufficient accuracy and precision for many applications such that experimental error is a greater limiting factor than estimation error.

Graphical and PC-software analysis of volcano eruption precursors according to the Materials Failure Forecast Method (FFM)

NASA Astrophysics Data System (ADS)

Cornelius, Reinold R.; Voight, Barry

1995-03-01

The Materials Failure Forecasting Method for volcanic eruptions (FFM) analyses the rate of precursory phenomena. Time of eruption onset is derived from the time of "failure" implied by accelerating rate of deformation. The approach attempts to fit data, Ω, to the differential relationship Ω¨=AΩ˙, where the dot superscript represents the time derivative, and the data Ω may be any of several parameters describing the accelerating deformation or energy release of the volcanic system. Rate coefficients, A and α, may be derived from appropriate data sets to provide an estimate of time to "failure". As the method is still an experimental technique, it should be used with appropriate judgment during times of volcanic crisis. Limitations of the approach are identified and discussed. Several kinds of eruption precursory phenomena, all simulating accelerating creep during the mechanical deformation of the system, can be used with FFM. Among these are tilt data, slope-distance measurements, crater fault movements and seismicity. The use of seismic coda, seismic amplitude-derived energy release and time-integrated amplitudes or coda lengths are examined. Usage of cumulative coda length directly has some practical advantages to more rigorously derived parameters, and RSAM and SSAM technologies appear to be well suited to real-time applications. One graphical and four numerical techniques of applying FFM are discussed. The graphical technique is based on an inverse representation of rate versus time. For α = 2, the inverse rate plot is linear; it is concave upward for α < 2 and concave downward for α > 2. The eruption time is found by simple extrapolation of the data set toward the time axis. Three numerical techniques are based on linear least-squares fits to linearized data sets. The "linearized least-squares technique" is most robust and is expected to be the most practical numerical technique. This technique is based on an iterative linearization of the given rate-time series. The hindsight technique is disadvantaged by a bias favouring a too early eruption time in foresight applications. The "log rate versus log acceleration technique", utilizing a logarithmic representation of the fundamental differential equation, is disadvantaged by large data scatter after interpolation of accelerations. One further numerical technique, a nonlinear least-squares fit to rate data, requires special and more complex software. PC-oriented computer codes were developed for data manipulation, application of the three linearizing numerical methods, and curve fitting. Separate software is required for graphing purposes. All three linearizing techniques facilitate an eruption window based on a data envelope according to the linear least-squares fit, at a specific level of confidence, and an estimated rate at time of failure.

Optimally weighted least-squares steganalysis

NASA Astrophysics Data System (ADS)

Ker, Andrew D.

2007-02-01

Quantitative steganalysis aims to estimate the amount of payload in a stego object, and such estimators seem to arise naturally in steganalysis of Least Significant Bit (LSB) replacement in digital images. However, as with all steganalysis, the estimators are subject to errors, and their magnitude seems heavily dependent on properties of the cover. In very recent work we have given the first derivation of estimation error, for a certain method of steganalysis (the Least-Squares variant of Sample Pairs Analysis) of LSB replacement steganography in digital images. In this paper we make use of our theoretical results to find an improved estimator and detector. We also extend the theoretical analysis to another (more accurate) steganalysis estimator (Triples Analysis) and hence derive an improved version of that estimator too. Experimental results show that the new steganalyzers have improved accuracy, particularly in the difficult case of never-compressed covers.

Graphical Evaluation of the Ridge-Type Robust Regression Estimators in Mixture Experiments

PubMed Central

Erkoc, Ali; Emiroglu, Esra

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set. PMID:25202738

Graphical evaluation of the ridge-type robust regression estimators in mixture experiments.

PubMed

Erkoc, Ali; Emiroglu, Esra; Akay, Kadri Ulas

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set.

Dissolved-solids contribution to the Colorado River from public lands in southeastern Nevada, through September 1993

USGS Publications Warehouse

Westenburg, C.L.

1995-01-01

The Bureau of Land Management administers about 9,300 square miles of public lands in southeastern Nevada that are part of the Colorado River Basin. The U.S. Geological Survey, in cooperation with the Bureau of Land Management, began a 5-year program in October 1988 to assess the contribution of dissolved solids to the fiver from those lands. About 6,200 square miles of public lands are in the Muddy River subbasin in Nevada. The estimated average dissolved-solids load contributed to the Colorado River from those lands was 28,000 tons per year from October 1988 through September 1993. Subsurface flow contributed about 86 percent (24,000 tons per year) of that load. About 730 square miles of public lands in the Las Vegas Wash subbasin contribute dissolved-solids load to the Colorado River. (About 120 square miles of public lands do not contribute to the river.) The estimated average dissolved-solids load contributed to the river from those lands was about 1,300 tons per year from October 1988 through September 1993. Subsurface flow contributed almost all of that load. About 1,100 square miles of public lands are in the Virgin River subbasin in Nevada. The estimated average dissolved- solids load contributed to the Colorado River from Nevada public lands in the subbasin was 8,700 tons per year. Subsurface flow contributed almost the entire load. About 1,200 square miles of Nevada public lands are in ephemeral tributaries that drain direcfly to the Colorado River or its impoundments (Lake Mead and Lake Mobave). The estimated average dissolved-solids load contributed to the river from those lands was 50 tons per year from surface runoff; however, the dissolved-solids load contributed by subsurface flow was not estimated. From October 1992 to September 1993, the Colorado River carried about 6,600,000 tons of dissolved solids past a streamflow gaging station 0.3 mile downstream from Hoover Dam. In contrast, surface runoff and subsurface flow contribute an estimated average dissolved-solids load of 38,000 tons per year from public lands in southeastern Nevada to the Colorado River. Land-management practices probably would not substantially reduce this contribution.

NLINEAR - NONLINEAR CURVE FITTING PROGRAM

NASA Technical Reports Server (NTRS)

Everhart, J. L.

1994-01-01

A common method for fitting data is a least-squares fit. In the least-squares method, a user-specified fitting function is utilized in such a way as to minimize the sum of the squares of distances between the data points and the fitting curve. The Nonlinear Curve Fitting Program, NLINEAR, is an interactive curve fitting routine based on a description of the quadratic expansion of the chi-squared statistic. NLINEAR utilizes a nonlinear optimization algorithm that calculates the best statistically weighted values of the parameters of the fitting function and the chi-square that is to be minimized. The inputs to the program are the mathematical form of the fitting function and the initial values of the parameters to be estimated. This approach provides the user with statistical information such as goodness of fit and estimated values of parameters that produce the highest degree of correlation between the experimental data and the mathematical model. In the mathematical formulation of the algorithm, the Taylor expansion of chi-square is first introduced, and justification for retaining only the first term are presented. From the expansion, a set of n simultaneous linear equations are derived, which are solved by matrix algebra. To achieve convergence, the algorithm requires meaningful initial estimates for the parameters of the fitting function. NLINEAR is written in Fortran 77 for execution on a CDC Cyber 750 under NOS 2.3. It has a central memory requirement of 5K 60 bit words. Optionally, graphical output of the fitting function can be plotted. Tektronix PLOT-10 routines are required for graphics. NLINEAR was developed in 1987.

Generalized Redistribute-to-the-Right Algorithm: Application to the Analysis of Censored Cost Data

PubMed Central

CHEN, SHUAI; ZHAO, HONGWEI

2013-01-01

Medical cost estimation is a challenging task when censoring of data is present. Although researchers have proposed methods for estimating mean costs, these are often derived from theory and are not always easy to understand. We provide an alternative method, based on a replace-from-the-right algorithm, for estimating mean costs more efficiently. We show that our estimator is equivalent to an existing one that is based on the inverse probability weighting principle and semiparametric efficiency theory. We also propose an alternative method for estimating the survival function of costs, based on the redistribute-to-the-right algorithm, that was originally used for explaining the Kaplan–Meier estimator. We show that this second proposed estimator is equivalent to a simple weighted survival estimator of costs. Finally, we develop a more efficient survival estimator of costs, using the same redistribute-to-the-right principle. This estimator is naturally monotone, more efficient than some existing survival estimators, and has a quite small bias in many realistic settings. We conduct numerical studies to examine the finite sample property of the survival estimators for costs, and show that our new estimator has small mean squared errors when the sample size is not too large. We apply both existing and new estimators to a data example from a randomized cardiovascular clinical trial. PMID:24403869

Online Detection of Broken Rotor Bar Fault in Induction Motors by Combining Estimation of Signal Parameters via Min-norm Algorithm and Least Square Method

NASA Astrophysics Data System (ADS)

Wang, Pan-Pan; Yu, Qiang; Hu, Yong-Jun; Miao, Chang-Xin

2017-11-01

Current research in broken rotor bar (BRB) fault detection in induction motors is primarily focused on a high-frequency resolution analysis of the stator current. Compared with a discrete Fourier transformation, the parametric spectrum estimation technique has a higher frequency accuracy and resolution. However, the existing detection methods based on parametric spectrum estimation cannot realize online detection, owing to the large computational cost. To improve the efficiency of BRB fault detection, a new detection method based on the min-norm algorithm and least square estimation is proposed in this paper. First, the stator current is filtered using a band-pass filter and divided into short overlapped data windows. The min-norm algorithm is then applied to determine the frequencies of the fundamental and fault characteristic components with each overlapped data window. Next, based on the frequency values obtained, a model of the fault current signal is constructed. Subsequently, a linear least squares problem solved through singular value decomposition is designed to estimate the amplitudes and phases of the related components. Finally, the proposed method is applied to a simulated current and an actual motor, the results of which indicate that, not only parametric spectrum estimation technique.

Adaptive Monocular Visual-Inertial SLAM for Real-Time Augmented Reality Applications in Mobile Devices.

PubMed

Piao, Jin-Chun; Kim, Shin-Dug

2017-11-07

Simultaneous localization and mapping (SLAM) is emerging as a prominent issue in computer vision and next-generation core technology for robots, autonomous navigation and augmented reality. In augmented reality applications, fast camera pose estimation and true scale are important. In this paper, we present an adaptive monocular visual-inertial SLAM method for real-time augmented reality applications in mobile devices. First, the SLAM system is implemented based on the visual-inertial odometry method that combines data from a mobile device camera and inertial measurement unit sensor. Second, we present an optical-flow-based fast visual odometry method for real-time camera pose estimation. Finally, an adaptive monocular visual-inertial SLAM is implemented by presenting an adaptive execution module that dynamically selects visual-inertial odometry or optical-flow-based fast visual odometry. Experimental results show that the average translation root-mean-square error of keyframe trajectory is approximately 0.0617 m with the EuRoC dataset. The average tracking time is reduced by 7.8%, 12.9%, and 18.8% when different level-set adaptive policies are applied. Moreover, we conducted experiments with real mobile device sensors, and the results demonstrate the effectiveness of performance improvement using the proposed method.

Tuning of Kalman filter parameters via genetic algorithm for state-of-charge estimation in battery management system.

PubMed

Ting, T O; Man, Ka Lok; Lim, Eng Gee; Leach, Mark

2014-01-01

In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area.

Tuning of Kalman Filter Parameters via Genetic Algorithm for State-of-Charge Estimation in Battery Management System

PubMed Central

Ting, T. O.; Lim, Eng Gee

2014-01-01

In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area. PMID:25162041

Body weight and wages: evidence from Add Health.

PubMed

Sabia, Joseph J; Rees, Daniel I

2012-01-01

This note uses data from the National Longitudinal Study of Adolescent Health to examine the relationship between body weight and wages. Ordinary least squares (OLS) and individual fixed effects estimates provide evidence that overweight and obese white women are paid substantially less per hour than their slimmer counterparts. Two-stage least squares (2SLS) estimation confirms this relationship, suggesting that it is not driven by time-variant unobservables. Copyright © 2011. Published by Elsevier B.V.

Low-Complexity Polynomial Channel Estimation in Large-Scale MIMO With Arbitrary Statistics

NASA Astrophysics Data System (ADS)

Shariati, Nafiseh; Bjornson, Emil; Bengtsson, Mats; Debbah, Merouane

2014-10-01

This paper considers pilot-based channel estimation in large-scale multiple-input multiple-output (MIMO) communication systems, also known as massive MIMO, where there are hundreds of antennas at one side of the link. Motivated by the fact that computational complexity is one of the main challenges in such systems, a set of low-complexity Bayesian channel estimators, coined Polynomial ExpAnsion CHannel (PEACH) estimators, are introduced for arbitrary channel and interference statistics. While the conventional minimum mean square error (MMSE) estimator has cubic complexity in the dimension of the covariance matrices, due to an inversion operation, our proposed estimators significantly reduce this to square complexity by approximating the inverse by a L-degree matrix polynomial. The coefficients of the polynomial are optimized to minimize the mean square error (MSE) of the estimate. We show numerically that near-optimal MSEs are achieved with low polynomial degrees. We also derive the exact computational complexity of the proposed estimators, in terms of the floating-point operations (FLOPs), by which we prove that the proposed estimators outperform the conventional estimators in large-scale MIMO systems of practical dimensions while providing a reasonable MSEs. Moreover, we show that L needs not scale with the system dimensions to maintain a certain normalized MSE. By analyzing different interference scenarios, we observe that the relative MSE loss of using the low-complexity PEACH estimators is smaller in realistic scenarios with pilot contamination. On the other hand, PEACH estimators are not well suited for noise-limited scenarios with high pilot power; therefore, we also introduce the low-complexity diagonalized estimator that performs well in this regime. Finally, we ...

Methods for estimating annual exceedance-probability discharges and largest recorded floods for unregulated streams in rural Missouri

USGS Publications Warehouse

Southard, Rodney E.; Veilleux, Andrea G.

2014-01-01

Regression analysis techniques were used to develop a set of equations for rural ungaged stream sites for estimating discharges with 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent annual exceedance probabilities, which are equivalent to annual flood-frequency recurrence intervals of 2, 5, 10, 25, 50, 100, 200, and 500 years, respectively. Basin and climatic characteristics were computed using geographic information software and digital geospatial data. A total of 35 characteristics were computed for use in preliminary statewide and regional regression analyses. Annual exceedance-probability discharge estimates were computed for 278 streamgages by using the expected moments algorithm to fit a log-Pearson Type III distribution to the logarithms of annual peak discharges for each streamgage using annual peak-discharge data from water year 1844 to 2012. Low-outlier and historic information were incorporated into the annual exceedance-probability analyses, and a generalized multiple Grubbs-Beck test was used to detect potentially influential low floods. Annual peak flows less than a minimum recordable discharge at a streamgage were incorporated into the at-site station analyses. An updated regional skew coefficient was determined for the State of Missouri using Bayesian weighted least-squares/generalized least squares regression analyses. At-site skew estimates for 108 long-term streamgages with 30 or more years of record and the 35 basin characteristics defined for this study were used to estimate the regional variability in skew. However, a constant generalized-skew value of -0.30 and a mean square error of 0.14 were determined in this study. Previous flood studies indicated that the distinct physical features of the three physiographic provinces have a pronounced effect on the magnitude of flood peaks. Trends in the magnitudes of the residuals from preliminary statewide regression analyses from previous studies confirmed that regional analyses in this study were similar and related to three primary physiographic provinces. The final regional regression analyses resulted in three sets of equations. For Regions 1 and 2, the basin characteristics of drainage area and basin shape factor were statistically significant. For Region 3, because of the small amount of data from streamgages, only drainage area was statistically significant. Average standard errors of prediction ranged from 28.7 to 38.4 percent for flood region 1, 24.1 to 43.5 percent for flood region 2, and 25.8 to 30.5 percent for region 3. The regional regression equations are only applicable to stream sites in Missouri with flows not significantly affected by regulation, channelization, backwater, diversion, or urbanization. Basins with about 5 percent or less impervious area were considered to be rural. Applicability of the equations are limited to the basin characteristic values that range from 0.11 to 8,212.38 square miles (mi2) and basin shape from 2.25 to 26.59 for Region 1, 0.17 to 4,008.92 mi2 and basin shape 2.04 to 26.89 for Region 2, and 2.12 to 2,177.58 mi2 for Region 3. Annual peak data from streamgages were used to qualitatively assess the largest floods recorded at streamgages in Missouri since the 1915 water year. Based on existing streamgage data, the 1983 flood event was the largest flood event on record since 1915. The next five largest flood events, in descending order, took place in 1993, 1973, 2008, 1994 and 1915. Since 1915, five of six of the largest floods on record occurred from 1973 to 2012.

The Magic of Balanced Groups: Educational Applications of Magic Squares

ERIC Educational Resources Information Center

Bosse, Michael J.; Nandakumar, N. R.; Ore, Melanie L.

2007-01-01

This paper provides students with many interesting observations regarding the nature of magic squares, magic rectangles, and quasi-magic squares and provides tools for teachers to group students into ability-balanced cooperative learning groups.

Correcting Four Similar Correlational Measures for Attenuation Due to Errors of Measurement in the Dependent Variable: Eta, Epsilon, Omega, and Intraclass r.

ERIC Educational Resources Information Center

Stanley, Julian C.; Livingston, Samuel A.

Besides the ubiquitous Pearson product-moment r, there are a number of other measures of relationship that are attenuated by errors of measurement and for which the relationship between true measures can be estimated. Among these are the correlation ratio (eta squared), Kelley's unbiased correlation ratio (epsilon squared), Hays' omega squared,…

A New Global Regression Analysis Method for the Prediction of Wind Tunnel Model Weight Corrections

NASA Technical Reports Server (NTRS)

Ulbrich, Norbert Manfred; Bridge, Thomas M.; Amaya, Max A.

2014-01-01

A new global regression analysis method is discussed that predicts wind tunnel model weight corrections for strain-gage balance loads during a wind tunnel test. The method determines corrections by combining "wind-on" model attitude measurements with least squares estimates of the model weight and center of gravity coordinates that are obtained from "wind-off" data points. The method treats the least squares fit of the model weight separate from the fit of the center of gravity coordinates. Therefore, it performs two fits of "wind- off" data points and uses the least squares estimator of the model weight as an input for the fit of the center of gravity coordinates. Explicit equations for the least squares estimators of the weight and center of gravity coordinates are derived that simplify the implementation of the method in the data system software of a wind tunnel. In addition, recommendations for sets of "wind-off" data points are made that take typical model support system constraints into account. Explicit equations of the confidence intervals on the model weight and center of gravity coordinates and two different error analyses of the model weight prediction are also discussed in the appendices of the paper.

Propagation of error from parameter constraints in quantitative MRI: Example application of multiple spin echo T2 mapping.

PubMed

Lankford, Christopher L; Does, Mark D

2018-02-01

Quantitative MRI may require correcting for nuisance parameters which can or must be constrained to independently measured or assumed values. The noise and/or bias in these constraints propagate to fitted parameters. For example, the case of refocusing pulse flip angle constraint in multiple spin echo T 2 mapping is explored. An analytical expression for the mean-squared error of a parameter of interest was derived as a function of the accuracy and precision of an independent estimate of a nuisance parameter. The expression was validated by simulations and then used to evaluate the effects of flip angle (θ) constraint on the accuracy and precision of T⁁2 for a variety of multi-echo T 2 mapping protocols. Constraining θ improved T⁁2 precision when the θ-map signal-to-noise ratio was greater than approximately one-half that of the first spin echo image. For many practical scenarios, constrained fitting was calculated to reduce not just the variance but the full mean-squared error of T⁁2, for bias in θ⁁≲6%. The analytical expression derived in this work can be applied to inform experimental design in quantitative MRI. The example application to T 2 mapping provided specific cases, depending on θ⁁ accuracy and precision, in which θ⁁ measurement and constraint would be beneficial to T⁁2 variance or mean-squared error. Magn Reson Med 79:673-682, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Application of a parameter-estimation technique to modeling the regional aquifer underlying the eastern Snake River plain, Idaho

USGS Publications Warehouse

Garabedian, Stephen P.

1986-01-01

A nonlinear, least-squares regression technique for the estimation of ground-water flow model parameters was applied to the regional aquifer underlying the eastern Snake River Plain, Idaho. The technique uses a computer program to simulate two-dimensional, steady-state ground-water flow. Hydrologic data for the 1980 water year were used to calculate recharge rates, boundary fluxes, and spring discharges. Ground-water use was estimated from irrigated land maps and crop consumptive-use figures. These estimates of ground-water withdrawal, recharge rates, and boundary flux, along with leakance, were used as known values in the model calibration of transmissivity. Leakance values were adjusted between regression solutions by comparing model-calculated to measured spring discharges. In other simulations, recharge and leakance also were calibrated as prior-information regression parameters, which limits the variation of these parameters using a normalized standard error of estimate. Results from a best-fit model indicate a wide areal range in transmissivity from about 0.05 to 44 feet squared per second and in leakance from about 2.2x10 -9 to 6.0 x 10 -8 feet per second per foot. Along with parameter values, model statistics also were calculated, including the coefficient of correlation between calculated and observed head (0.996), the standard error of the estimates for head (40 feet), and the parameter coefficients of variation (about 10-40 percent). Additional boundary flux was added in some areas during calibration to achieve proper fit to ground-water flow directions. Model fit improved significantly when areas that violated model assumptions were removed. It also improved slightly when y-direction (northwest-southeast) transmissivity values were larger than x-direction (northeast-southwest) transmissivity values. The model was most sensitive to changes in recharge, and in some areas, to changes in transmissivity, particularly near the spring discharge area from Milner Dam to King Hill.

Precipitation Data Merging over Mountainous Areas Using Satellite Estimates and Sparse Gauge Observations (PDMMA-USESGO) for Hydrological Modeling — A Case Study over the Tibetan Plateau

NASA Astrophysics Data System (ADS)

Yang, Z.; Hsu, K. L.; Sorooshian, S.; Xu, X.

2017-12-01

Precipitation in mountain regions generally occurs with high-frequency-intensity, whereas it is not well-captured by sparsely distributed rain-gauges imposing a great challenge on water management. Satellite-based Precipitation Estimation (SPE) provides global high-resolution alternative data for hydro-climatic studies, but are subject to considerable biases. In this study, a model named PDMMA-USESGO for Precipitation Data Merging over Mountainous Areas Using Satellite Estimates and Sparse Gauge Observations is developed to support precipitation mapping and hydrological modeling in mountainous catchments. The PDMMA-USESGO framework includes two calculating steps—adjusting SPE biases and merging satellite-gauge estimates—using the quantile mapping approach, a two-dimensional Gaussian weighting scheme (considering elevation effect), and an inverse root mean square error weighting method. The model is applied and evaluated over the Tibetan Plateau (TP) with the PERSIANN-CCS precipitation retrievals (daily, 0.04°×0.04°) and sparse observations from 89 gauges, for the 11-yr period of 2003-2013. To assess the data merging effects on streamflow modeling, a hydrological evaluation is conducted over a watershed in southeast TP based on the Soil and Water Assessment Tool (SWAT). Evaluation results indicate effectiveness of the model in generating high-resolution-accuracy precipitation estimates over mountainous terrain, with the merged estimates (Mer-SG) presenting consistently improved correlation coefficients, root mean square errors and absolute mean biases from original satellite estimates (Ori-CCS). It is found the Mer-SG forced streamflow simulations exhibit great improvements from those simulations using Ori-CCS, with coefficient of determination (R2) and Nash-Sutcliffe efficiency reach to 0.8 and 0.65, respectively. The presented model and case study serve as valuable references for the hydro-climatic applications using remote sensing-gauge information in other mountain areas of the world.

Estimation of flood discharges at selected annual exceedance probabilities for unregulated, rural streams in Vermont, with a section on Vermont regional skew regression

USGS Publications Warehouse

Olson, Scott A.; with a section by Veilleux, Andrea G.

2014-01-01

This report provides estimates of flood discharges at selected annual exceedance probabilities (AEPs) for streamgages in and adjacent to Vermont and equations for estimating flood discharges at AEPs of 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent (recurrence intervals of 2-, 5-, 10-, 25-, 50-, 100-, 200-, and 500-years, respectively) for ungaged, unregulated, rural streams in Vermont. The equations were developed using generalized least-squares regression. Flood-frequency and drainage-basin characteristics from 145 streamgages were used in developing the equations. The drainage-basin characteristics used as explanatory variables in the regression equations include drainage area, percentage of wetland area, and the basin-wide mean of the average annual precipitation. The average standard errors of prediction for estimating the flood discharges at the 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent AEP with these equations are 34.9, 36.0, 38.7, 42.4, 44.9, 47.3, 50.7, and 55.1 percent, respectively. Flood discharges at selected AEPs for streamgages were computed by using the Expected Moments Algorithm. To improve estimates of the flood discharges for given exceedance probabilities at streamgages in Vermont, a new generalized skew coefficient was developed. The new generalized skew for the region is a constant, 0.44. The mean square error of the generalized skew coefficient is 0.078. This report describes a technique for using results from the regression equations to adjust an AEP discharge computed from a streamgage record. This report also describes a technique for using a drainage-area adjustment to estimate flood discharge at a selected AEP for an ungaged site upstream or downstream from a streamgage. The final regression equations and the flood-discharge frequency data used in this study will be available in StreamStats. StreamStats is a World Wide Web application providing automated regression-equation solutions for user-selected sites on streams.

Least-squares dual characterization for ROI assessment in emission tomography

NASA Astrophysics Data System (ADS)

Ben Bouallègue, F.; Crouzet, J. F.; Dubois, A.; Buvat, I.; Mariano-Goulart, D.

2013-06-01

Our aim is to describe an original method for estimating the statistical properties of regions of interest (ROIs) in emission tomography. Drawn upon the works of Louis on the approximate inverse, we propose a dual formulation of the ROI estimation problem to derive the ROI activity and variance directly from the measured data without any image reconstruction. The method requires the definition of an ROI characteristic function that can be extracted from a co-registered morphological image. This characteristic function can be smoothed to optimize the resolution-variance tradeoff. An iterative procedure is detailed for the solution of the dual problem in the least-squares sense (least-squares dual (LSD) characterization), and a linear extrapolation scheme is described to compensate for sampling partial volume effect and reduce the estimation bias (LSD-ex). LSD and LSD-ex are compared with classical ROI estimation using pixel summation after image reconstruction and with Huesman's method. For this comparison, we used Monte Carlo simulations (GATE simulation tool) of 2D PET data of a Hoffman brain phantom containing three small uniform high-contrast ROIs and a large non-uniform low-contrast ROI. Our results show that the performances of LSD characterization are at least as good as those of the classical methods in terms of root mean square (RMS) error. For the three small tumor regions, LSD-ex allows a reduction in the estimation bias by up to 14%, resulting in a reduction in the RMS error of up to 8.5%, compared with the optimal classical estimation. For the large non-specific region, LSD using appropriate smoothing could intuitively and efficiently handle the resolution-variance tradeoff.

Adaptation of a Fast Optimal Interpolation Algorithm to the Mapping of Oceangraphic Data

NASA Technical Reports Server (NTRS)

Menemenlis, Dimitris; Fieguth, Paul; Wunsch, Carl; Willsky, Alan

1997-01-01

A fast, recently developed, multiscale optimal interpolation algorithm has been adapted to the mapping of hydrographic and other oceanographic data. This algorithm produces solution and error estimates which are consistent with those obtained from exact least squares methods, but at a small fraction of the computational cost. Problems whose solution would be completely impractical using exact least squares, that is, problems with tens or hundreds of thousands of measurements and estimation grid points, can easily be solved on a small workstation using the multiscale algorithm. In contrast to methods previously proposed for solving large least squares problems, our approach provides estimation error statistics while permitting long-range correlations, using all measurements, and permitting arbitrary measurement locations. The multiscale algorithm itself, published elsewhere, is not the focus of this paper. However, the algorithm requires statistical models having a very particular multiscale structure; it is the development of a class of multiscale statistical models, appropriate for oceanographic mapping problems, with which we concern ourselves in this paper. The approach is illustrated by mapping temperature in the northeastern Pacific. The number of hydrographic stations is kept deliberately small to show that multiscale and exact least squares results are comparable. A portion of the data were not used in the analysis; these data serve to test the multiscale estimates. A major advantage of the present approach is the ability to repeat the estimation procedure a large number of times for sensitivity studies, parameter estimation, and model testing. We have made available by anonymous Ftp a set of MATLAB-callable routines which implement the multiscale algorithm and the statistical models developed in this paper.

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association

PubMed Central

Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-01-01

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets’ state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems. PMID:29113085

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association.

PubMed

Liu, Yu; Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-11-05

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets' state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems.

Evaluation of HCMM data for assessing soil moisture and water table depth

NASA Technical Reports Server (NTRS)

Moore, D. G.; Heilman, J. L.; Tunheim, J. A.; Westin, F. C.; Heilman, W. E.; Beutler, G. A.; Ness, S. D. (Principal Investigator)

1981-01-01

Data were analyzed for variations in eastern South Dakota. Soil moisture in the 0-4 cm layer could be estimated with 1-mm soil temperatures throughout the growing season of a rainfed barley crop (% cover ranging from 30% to 90%) with an r squared = 0.81. Empirical equations were developed to reduce the effect of canopy cover when radiometrically estimating the 1-mm soil temperature, r squared = 0.88. The corrective equations were applied to an aircraft simulation of HCMM data for a diversity of crop types and land cover conditions to estimate the 0-4 cm soil moisture. The average difference between observed and measured soil moisture was 1.6% of field capacity. HCMM data were used to estimate the soil moisture for four dates with an r squared = 0.55 after correction for crop conditions. Location of shallow alluvial aquifers could be accomplished with HCMM predawn data. After correction of HCMM day data for vegetation differences, equations were developed for predicting water table depths within the aquifer (r=0.8).

Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.

Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gulisashvili, Archil, E-mail: guli@math.ohiou.ed; Stein, Elias M., E-mail: stein@math.princeton.ed

2010-06-15

We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of these densities and give error estimates. As an application of our results, sharp asymptotic formulas for the implied volatility in the Stein-Stein and the Heston model are obtained.

Qualitative and quantitative behaviour of planetary systems; Proceedings of the 3rd Alexander von Humboldt Colloquium on Celestial Mechanics, Ramsau, Austria, Mar. 29-Apr. 4, 1992

NASA Astrophysics Data System (ADS)

Dvorak, R.; Henrard, J.

1993-06-01

Topics addressed include planetary theories, the Sitnikov problem, asteroids, resonance, general dynamical systems, and chaos and stability. Particular attention is given to recent progress in the theory and application of symplectic integrators, a computer-aided analysis of the Sitnikov problem, the chaotic behavior of trajectories for the asteroidal resonances, and the resonant motion in the restricted three-body problem. Also discussed are the second order long-period motion of Hyperion, meteorites from the asteroid 6 Hebe, and least squares parameter estimation in chaotic differential equations.

Frequency-wavenumber processing for infrasound distributed arrays.

PubMed

Costley, R Daniel; Frazier, W Garth; Dillion, Kevin; Picucci, Jennifer R; Williams, Jay E; McKenna, Mihan H

2013-10-01

The work described herein discusses the application of a frequency-wavenumber signal processing technique to signals from rectangular infrasound arrays for detection and estimation of the direction of travel of infrasound. Arrays of 100 sensors were arranged in square configurations with sensor spacing of 2 m. Wind noise data were collected at one site. Synthetic infrasound signals were superposed on top of the wind noise to determine the accuracy and sensitivity of the technique with respect to signal-to-noise ratio. The technique was then applied to an impulsive event recorded at a different site. Preliminary results demonstrated the feasibility of this approach.

Discrete Tchebycheff orthonormal polynomials and applications

NASA Technical Reports Server (NTRS)

Lear, W. M.

1980-01-01

Discrete Tchebycheff orthonormal polynomials offer a convenient way to make least squares polynomial fits of uniformly spaced discrete data. Computer programs to do so are simple and fast, and appear to be less affected by computer roundoff error, for the higher order fits, than conventional least squares programs. They are useful for any application of polynomial least squares fits: approximation of mathematical functions, noise analysis of radar data, and real time smoothing of noisy data, to name a few.

Analysis of the Magnitude and Frequency of Peak Discharge and Maximum Observed Peak Discharge in New Mexico and Surrounding Areas

USGS Publications Warehouse

Waltemeyer, Scott D.

2008-01-01

Estimates of the magnitude and frequency of peak discharges are necessary for the reliable design of bridges, culverts, and open-channel hydraulic analysis, and for flood-hazard mapping in New Mexico and surrounding areas. The U.S. Geological Survey, in cooperation with the New Mexico Department of Transportation, updated estimates of peak-discharge magnitude for gaging stations in the region and updated regional equations for estimation of peak discharge and frequency at ungaged sites. Equations were developed for estimating the magnitude of peak discharges for recurrence intervals of 2, 5, 10, 25, 50, 100, and 500 years at ungaged sites by use of data collected through 2004 for 293 gaging stations on unregulated streams that have 10 or more years of record. Peak discharges for selected recurrence intervals were determined at gaging stations by fitting observed data to a log-Pearson Type III distribution with adjustments for a low-discharge threshold and a zero skew coefficient. A low-discharge threshold was applied to frequency analysis of 140 of the 293 gaging stations. This application provides an improved fit of the log-Pearson Type III frequency distribution. Use of the low-discharge threshold generally eliminated the peak discharge by having a recurrence interval of less than 1.4 years in the probability-density function. Within each of the nine regions, logarithms of the maximum peak discharges for selected recurrence intervals were related to logarithms of basin and climatic characteristics by using stepwise ordinary least-squares regression techniques for exploratory data analysis. Generalized least-squares regression techniques, an improved regression procedure that accounts for time and spatial sampling errors, then were applied to the same data used in the ordinary least-squares regression analyses. The average standard error of prediction, which includes average sampling error and average standard error of regression, ranged from 38 to 93 percent (mean value is 62, and median value is 59) for the 100-year flood. The 1996 investigation standard error of prediction for the flood regions ranged from 41 to 96 percent (mean value is 67, and median value is 68) for the 100-year flood that was analyzed by using generalized least-squares regression analysis. Overall, the equations based on generalized least-squares regression techniques are more reliable than those in the 1996 report because of the increased length of record and improved geographic information system (GIS) method to determine basin and climatic characteristics. Flood-frequency estimates can be made for ungaged sites upstream or downstream from gaging stations by using a method that transfers flood-frequency data at the gaging station to the ungaged site by using a drainage-area ratio adjustment equation. The peak discharge for a given recurrence interval at the gaging station, drainage-area ratio, and the drainage-area exponent from the regional regression equation of the respective region is used to transfer the peak discharge for the recurrence interval to the ungaged site. Maximum observed peak discharge as related to drainage area was determined for New Mexico. Extreme events are commonly used in the design and appraisal of bridge crossings and other structures. Bridge-scour evaluations are commonly made by using the 500-year peak discharge for these appraisals. Peak-discharge data collected at 293 gaging stations and 367 miscellaneous sites were used to develop a maximum peak-discharge relation as an alternative method of estimating peak discharge of an extreme event such as a maximum probable flood.

Smooth empirical Bayes estimation of observation error variances in linear systems

NASA Technical Reports Server (NTRS)

Martz, H. F., Jr.; Lian, M. W.

1972-01-01

A smooth empirical Bayes estimator was developed for estimating the unknown random scale component of each of a set of observation error variances. It is shown that the estimator possesses a smaller average squared error loss than other estimators for a discrete time linear system.

78 FR 932 - Alabama Power Company; Notice of Application for Amendment of License and Soliciting Comments...

Federal Register 2010, 2011, 2012, 2013, 2014

2013-01-07

... prior registration, using the eComment system at http://www.ferc.gov/docs-filing/ecomment.asp . You must... square feet) with 20 tie cleats placed for a total of 10 boat slips. The application also requests... addition, the application includes an existing dock with 10 boat slips and 20 tie cleats (2802 square feet...

Augmented GNSS Differential Corrections Minimum Mean Square Error Estimation Sensitivity to Spatial Correlation Modeling Errors

PubMed Central

Kassabian, Nazelie; Presti, Letizia Lo; Rispoli, Francesco

2014-01-01

Railway signaling is a safety system that has evolved over the last couple of centuries towards autonomous functionality. Recently, great effort is being devoted in this field, towards the use and exploitation of Global Navigation Satellite System (GNSS) signals and GNSS augmentation systems in view of lower railway track equipments and maintenance costs, that is a priority to sustain the investments for modernizing the local and regional lines most of which lack automatic train protection systems and are still manually operated. The objective of this paper is to assess the sensitivity of the Linear Minimum Mean Square Error (LMMSE) algorithm to modeling errors in the spatial correlation function that characterizes true pseudorange Differential Corrections (DCs). This study is inspired by the railway application; however, it applies to all transportation systems, including the road sector, that need to be complemented by an augmentation system in order to deliver accurate and reliable positioning with integrity specifications. A vector of noisy pseudorange DC measurements are simulated, assuming a Gauss-Markov model with a decay rate parameter inversely proportional to the correlation distance that exists between two points of a certain environment. The LMMSE algorithm is applied on this vector to estimate the true DC, and the estimation error is compared to the noise added during simulation. The results show that for large enough correlation distance to Reference Stations (RSs) distance separation ratio values, the LMMSE brings considerable advantage in terms of estimation error accuracy and precision. Conversely, the LMMSE algorithm may deteriorate the quality of the DC measurements whenever the ratio falls below a certain threshold. PMID:24922454

Cross-correlation least-squares reverse time migration in the pseudo-time domain

NASA Astrophysics Data System (ADS)

Li, Qingyang; Huang, Jianping; Li, Zhenchun

2017-08-01

The least-squares reverse time migration (LSRTM) method with higher image resolution and amplitude is becoming increasingly popular. However, the LSRTM is not widely used in field land data processing because of its sensitivity to the initial migration velocity model, large computational cost and mismatch of amplitudes between the synthetic and observed data. To overcome the shortcomings of the conventional LSRTM, we propose a cross-correlation least-squares reverse time migration algorithm in pseudo-time domain (PTCLSRTM). Our algorithm not only reduces the depth/velocity ambiguities, but also reduces the effect of velocity error on the imaging results. It relieves the accuracy requirements on the migration velocity model of least-squares migration (LSM). The pseudo-time domain algorithm eliminates the irregular wavelength sampling in the vertical direction, thus it can reduce the vertical grid points and memory requirements used during computation, which makes our method more computationally efficient than the standard implementation. Besides, for field data applications, matching the recorded amplitudes is a very difficult task because of the viscoelastic nature of the Earth and inaccuracies in the estimation of the source wavelet. To relax the requirement for strong amplitude matching of LSM, we extend the normalized cross-correlation objective function to the pseudo-time domain. Our method is only sensitive to the similarity between the predicted and the observed data. Numerical tests on synthetic and land field data confirm the effectiveness of our method and its adaptability for complex models.

The effects of ionic strength and organic matter on virus inactivation at low temperatures: general likelihood uncertainty estimation (GLUE) as an alternative to least-squares parameter optimization for the fitting of virus inactivation models

NASA Astrophysics Data System (ADS)

Mayotte, Jean-Marc; Grabs, Thomas; Sutliff-Johansson, Stacy; Bishop, Kevin

2017-06-01

This study examined how the inactivation of bacteriophage MS2 in water was affected by ionic strength (IS) and dissolved organic carbon (DOC) using static batch inactivation experiments at 4 °C conducted over a period of 2 months. Experimental conditions were characteristic of an operational managed aquifer recharge (MAR) scheme in Uppsala, Sweden. Experimental data were fit with constant and time-dependent inactivation models using two methods: (1) traditional linear and nonlinear least-squares techniques; and (2) a Monte-Carlo based parameter estimation technique called generalized likelihood uncertainty estimation (GLUE). The least-squares and GLUE methodologies gave very similar estimates of the model parameters and their uncertainty. This demonstrates that GLUE can be used as a viable alternative to traditional least-squares parameter estimation techniques for fitting of virus inactivation models. Results showed a slight increase in constant inactivation rates following an increase in the DOC concentrations, suggesting that the presence of organic carbon enhanced the inactivation of MS2. The experiment with a high IS and a low DOC was the only experiment which showed that MS2 inactivation may have been time-dependent. However, results from the GLUE methodology indicated that models of constant inactivation were able to describe all of the experiments. This suggested that inactivation time-series longer than 2 months were needed in order to provide concrete conclusions regarding the time-dependency of MS2 inactivation at 4 °C under these experimental conditions.

Application of the correlation constrained multivariate curve resolution alternating least-squares method for analyte quantitation in the presence of unexpected interferences using first-order instrumental data.

PubMed

Goicoechea, Héctor C; Olivieri, Alejandro C; Tauler, Romà

2010-03-01

Correlation constrained multivariate curve resolution-alternating least-squares is shown to be a feasible method for processing first-order instrumental data and achieve analyte quantitation in the presence of unexpected interferences. Both for simulated and experimental data sets, the proposed method could correctly retrieve the analyte and interference spectral profiles and perform accurate estimations of analyte concentrations in test samples. Since no information concerning the interferences was present in calibration samples, the proposed multivariate calibration approach including the correlation constraint facilitates the achievement of the so-called second-order advantage for the analyte of interest, which is known to be present for more complex higher-order richer instrumental data. The proposed method is tested using a simulated data set and two experimental data systems, one for the determination of ascorbic acid in powder juices using UV-visible absorption spectral data, and another for the determination of tetracycline in serum samples using fluorescence emission spectroscopy.

Physicochemical characterization of Lavandula spp. honey with FT-Raman spectroscopy.

PubMed

Anjos, Ofélia; Santos, António J A; Paixão, Vasco; Estevinho, Letícia M

2018-02-01

This study aimed to evaluate the potential of FT-Raman spectroscopy in the prediction of the chemical composition of Lavandula spp. monofloral honey. Partial Least Squares (PLS) regression models were performed for the quantitative estimation and the results were correlated with those obtained using reference methods. Good calibration models were obtained for electrical conductivity, ash, total acidity, pH, reducing sugars, hydroxymethylfurfural (HMF), proline, diastase index, apparent sucrose, total flavonoids content and total phenol content. On the other hand, the model was less accurate for pH determination. The calibration models had high r 2 (ranging between 92.8% and 99.9%), high residual prediction deviation - RPD (ranging between 4.2 and 26.8) and low root mean square errors. These results confirm the hypothesis that FT-Raman is a useful technique for the quality control and chemical properties' evaluation of Lavandula spp honey. Its application may allow improving the efficiency, speed and cost of the current laboratory analysis. Copyright © 2017 Elsevier B.V. All rights reserved.

Techniques for the Enhancement of Linear Predictive Speech Coding in Adverse Conditions

NASA Astrophysics Data System (ADS)

Wrench, Alan A.

Available from UMI in association with The British Library. Requires signed TDF. The Linear Prediction model was first applied to speech two and a half decades ago. Since then it has been the subject of intense research and continues to be one of the principal tools in the analysis of speech. Its mathematical tractability makes it a suitable subject for study and its proven success in practical applications makes the study worthwhile. The model is known to be unsuited to speech corrupted by background noise. This has led many researchers to investigate ways of enhancing the speech signal prior to Linear Predictive analysis. In this thesis this body of work is extended. The chosen application is low bit-rate (2.4 kbits/sec) speech coding. For this task the performance of the Linear Prediction algorithm is crucial because there is insufficient bandwidth to encode the error between the modelled speech and the original input. A review of the fundamentals of Linear Prediction and an independent assessment of the relative performance of methods of Linear Prediction modelling are presented. A new method is proposed which is fast and facilitates stability checking, however, its stability is shown to be unacceptably poorer than existing methods. A novel supposition governing the positioning of the analysis frame relative to a voiced speech signal is proposed and supported by observation. The problem of coding noisy speech is examined. Four frequency domain speech processing techniques are developed and tested. These are: (i) Combined Order Linear Prediction Spectral Estimation; (ii) Frequency Scaling According to an Aural Model; (iii) Amplitude Weighting Based on Perceived Loudness; (iv) Power Spectrum Squaring. These methods are compared with the Recursive Linearised Maximum a Posteriori method. Following on from work done in the frequency domain, a time domain implementation of spectrum squaring is developed. In addition, a new method of power spectrum estimation is developed based on the Minimum Variance approach. This new algorithm is shown to be closely related to Linear Prediction but produces slightly broader spectral peaks. Spectrum squaring is applied to both the new algorithm and standard Linear Prediction and their relative performance is assessed. (Abstract shortened by UMI.).

New method for propagating the square root covariance matrix in triangular form. [using Kalman-Bucy filter

NASA Technical Reports Server (NTRS)

Choe, C. Y.; Tapley, B. D.

1975-01-01

A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.

Comparison of Response Surface Construction Methods for Derivative Estimation Using Moving Least Squares, Kriging and Radial Basis Functions

NASA Technical Reports Server (NTRS)

Krishnamurthy, Thiagarajan

2005-01-01

Response construction methods using Moving Least Squares (MLS), Kriging and Radial Basis Functions (RBF) are compared with the Global Least Squares (GLS) method in three numerical examples for derivative generation capability. Also, a new Interpolating Moving Least Squares (IMLS) method adopted from the meshless method is presented. It is found that the response surface construction methods using the Kriging and RBF interpolation yields more accurate results compared with MLS and GLS methods. Several computational aspects of the response surface construction methods also discussed.

Application guide for AFINCH (Analysis of Flows in Networks of Channels) described by NHDPlus

USGS Publications Warehouse

Holtschlag, David J.

2009-01-01

AFINCH (Analysis of Flows in Networks of CHannels) is a computer application that can be used to generate a time series of monthly flows at stream segments (flowlines) and water yields for catchments defined in the National Hydrography Dataset Plus (NHDPlus) value-added attribute system. AFINCH provides a basis for integrating monthly flow data from streamgages, water-use data, monthly climatic data, and land-cover characteristics to estimate natural monthly water yields from catchments by user-defined regression equations. Images of monthly water yields for active streamgages are generated in AFINCH and provide a basis for detecting anomalies in water yields, which may be associated with undocumented flow diversions or augmentations. Water yields are multiplied by the drainage areas of the corresponding catchments to estimate monthly flows. Flows from catchments are accumulated downstream through the streamflow network described by the stream segments. For stream segments where streamgages are active, ratios of measured to accumulated flows are computed. These ratios are applied to upstream water yields to proportionally adjust estimated flows to match measured flows. Flow is conserved through the NHDPlus network. A time series of monthly flows can be generated for stream segments that average about 1-mile long, or monthly water yields from catchments that average about 1 square mile. Estimated monthly flows can be displayed within AFINCH, examined for nonstationarity, and tested for monotonic trends. Monthly flows also can be used to estimate flow-duration characteristics at stream segments. AFINCH generates output files of monthly flows and water yields that are compatible with ArcMap, a geographical information system analysis and display environment. Chloropleth maps of monthly water yield and flow can be generated and analyzed within ArcMap by joining NHDPlus data structures with AFINCH output. Matlab code for the AFINCH application is presented.

Parameter Uncertainty for Aircraft Aerodynamic Modeling using Recursive Least Squares

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2016-01-01

A real-time method was demonstrated for determining accurate uncertainty levels of stability and control derivatives estimated using recursive least squares and time-domain data. The method uses a recursive formulation of the residual autocorrelation to account for colored residuals, which are routinely encountered in aircraft parameter estimation and change the predicted uncertainties. Simulation data and flight test data for a subscale jet transport aircraft were used to demonstrate the approach. Results showed that the corrected uncertainties matched the observed scatter in the parameter estimates, and did so more accurately than conventional uncertainty estimates that assume white residuals. Only small differences were observed between batch estimates and recursive estimates at the end of the maneuver. It was also demonstrated that the autocorrelation could be reduced to a small number of lags to minimize computation and memory storage requirements without significantly degrading the accuracy of predicted uncertainty levels.

Automatic interface measurement and analysis. [shoreline length of Alabama using LANDSAT imagery

NASA Technical Reports Server (NTRS)

Faller, K. H.

1975-01-01

A technique for detecting and measuring the interface between two categories in classified scanner data is described together with two application demonstrations. Measurements were found to be accurate to 1.5% root mean square error on features of known length while comparison of measurements made using the technique on LANDSAT data to opisometer measurements on 1:24,000 scale maps shows excellent agreement. Application of the technique to two frames of LANDSAT data classified using a two channel, two class classifier resulted in a computation of 64 km annual decrease in shoreline length. The tidal shoreline of a portion of Alabama was measured using LANDSAT data. Based on the measurement of this portion, the total tidal shoreline length of Alabama is estimated to be 1313 kilometers.

Statistical properties of the anomalous scaling exponent estimator based on time-averaged mean-square displacement

NASA Astrophysics Data System (ADS)

Sikora, Grzegorz; Teuerle, Marek; Wyłomańska, Agnieszka; Grebenkov, Denis

2017-08-01

The most common way of estimating the anomalous scaling exponent from single-particle trajectories consists of a linear fit of the dependence of the time-averaged mean-square displacement on the lag time at the log-log scale. We investigate the statistical properties of this estimator in the case of fractional Brownian motion (FBM). We determine the mean value, the variance, and the distribution of the estimator. Our theoretical results are confirmed by Monte Carlo simulations. In the limit of long trajectories, the estimator is shown to be asymptotically unbiased, consistent, and with vanishing variance. These properties ensure an accurate estimation of the scaling exponent even from a single (long enough) trajectory. As a consequence, we prove that the usual way to estimate the diffusion exponent of FBM is correct from the statistical point of view. Moreover, the knowledge of the estimator distribution is the first step toward new statistical tests of FBM and toward a more reliable interpretation of the experimental histograms of scaling exponents in microbiology.

Improved quantitative analysis of spectra using a new method of obtaining derivative spectra based on a singular perturbation technique.

PubMed

Li, Zhigang; Wang, Qiaoyun; Lv, Jiangtao; Ma, Zhenhe; Yang, Linjuan

2015-06-01

Spectroscopy is often applied when a rapid quantitative analysis is required, but one challenge is the translation of raw spectra into a final analysis. Derivative spectra are often used as a preliminary preprocessing step to resolve overlapping signals, enhance signal properties, and suppress unwanted spectral features that arise due to non-ideal instrument and sample properties. In this study, to improve quantitative analysis of near-infrared spectra, derivatives of noisy raw spectral data need to be estimated with high accuracy. A new spectral estimator based on singular perturbation technique, called the singular perturbation spectra estimator (SPSE), is presented, and the stability analysis of the estimator is given. Theoretical analysis and simulation experimental results confirm that the derivatives can be estimated with high accuracy using this estimator. Furthermore, the effectiveness of the estimator for processing noisy infrared spectra is evaluated using the analysis of beer spectra. The derivative spectra of the beer and the marzipan are used to build the calibration model using partial least squares (PLS) modeling. The results show that the PLS based on the new estimator can achieve better performance compared with the Savitzky-Golay algorithm and can serve as an alternative choice for quantitative analytical applications.

Causes of systematic over- or underestimation of low streamflows by use of index-streamgage approaches in the United States

USGS Publications Warehouse

Eng, K.; Kiang, J.E.; Chen, Y.-Y.; Carlisle, D.M.; Granato, G.E.

2011-01-01

Low-flow characteristics can be estimated by multiple linear regressions or the index-streamgage approach. The latter transfers streamflow information from a hydrologically similar, continuously gaged basin ('index streamgage') to one with a very limited streamflow record, but often results in biased estimates. The application of the index-streamgage approach can be generalized into three steps: (1) selection of streamflow information of interest, (2) definition of hydrologic similarity and selection of index streamgage, and (3) application of an information-transfer approach. Here, we explore the effects of (1) the range of streamflow values, (2) the areal density of streamgages, and (3) index-streamgage selection criteria on the bias of three information-transfer approaches on estimates of the 7-day, 10-year minimum streamflow (Q7, 10). The three information-transfer approaches considered are maintenance of variance extension, base-flow correlation, and ratio of measured to concurrent gaged streamflow (Q-ratio invariance). Our results for 1120 streamgages throughout the United States suggest that only a small portion of the total bias in estimated streamflow values is explained by the areal density of the streamgages and the hydrologic similarity between the two basins. However, restricting the range of streamflow values used in the index-streamgage approach reduces the bias of estimated Q7, 10 values substantially. Importantly, estimated Q7, 10 values are heavily biased when the observed Q7, 10 values are near zero. Results of the analysis also showed that Q7, 10 estimates from two of the three index-streamgage approaches have lower root-mean-square error values than estimates derived from multiple regressions for the large regions considered in this study.

Optimization of seasonal ARIMA models using differential evolution - simulated annealing (DESA) algorithm in forecasting dengue cases in Baguio City

NASA Astrophysics Data System (ADS)

Addawe, Rizavel C.; Addawe, Joel M.; Magadia, Joselito C.

2016-10-01

Accurate forecasting of dengue cases would significantly improve epidemic prevention and control capabilities. This paper attempts to provide useful models in forecasting dengue epidemic specific to the young and adult population of Baguio City. To capture the seasonal variations in dengue incidence, this paper develops a robust modeling approach to identify and estimate seasonal autoregressive integrated moving average (SARIMA) models in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on winsorized and reweighted least squares estimators. A hybrid algorithm, Differential Evolution - Simulated Annealing (DESA), is used to identify and estimate the parameters of the optimal SARIMA model. The method is applied to the monthly reported dengue cases in Baguio City, Philippines.

Lower limb estimation from sparse landmarks using an articulated shape model.

PubMed

Zhang, Ju; Fernandez, Justin; Hislop-Jambrich, Jacqui; Besier, Thor F

2016-12-08

Rapid generation of lower limb musculoskeletal models is essential for clinically applicable patient-specific gait modeling. Estimation of muscle and joint contact forces requires accurate representation of bone geometry and pose, as well as their muscle attachment sites, which define muscle moment arms. Motion-capture is a routine part of gait assessment but contains relatively sparse geometric information. Standard methods for creating customized models from motion-capture data scale a reference model without considering natural shape variations. We present an articulated statistical shape model of the left lower limb with embedded anatomical landmarks and muscle attachment regions. This model is used in an automatic workflow, implemented in an easy-to-use software application, that robustly and accurately estimates realistic lower limb bone geometry, pose, and muscle attachment regions from seven commonly used motion-capture landmarks. Estimated bone models were validated on noise-free marker positions to have a lower (p=0.001) surface-to-surface root-mean-squared error of 4.28mm, compared to 5.22mm using standard isotropic scaling. Errors at a variety of anatomical landmarks were also lower (8.6mm versus 10.8mm, p=0.001). We improve upon standard lower limb model scaling methods with shape model-constrained realistic bone geometries, regional muscle attachment sites, and higher accuracy. Copyright © 2016 Elsevier Ltd. All rights reserved.

Mixture distributions of wind speed in the UAE

NASA Astrophysics Data System (ADS)

Shin, J.; Ouarda, T.; Lee, T. S.

2013-12-01

Wind speed probability distribution is commonly used to estimate potential wind energy. The 2-parameter Weibull distribution has been most widely used to characterize the distribution of wind speed. However, it is unable to properly model wind speed regimes when wind speed distribution presents bimodal and kurtotic shapes. Several studies have concluded that the Weibull distribution should not be used for frequency analysis of wind speed without investigation of wind speed distribution. Due to these mixture distributional characteristics of wind speed data, the application of mixture distributions should be further investigated in the frequency analysis of wind speed. A number of studies have investigated the potential wind energy in different parts of the Arabian Peninsula. Mixture distributional characteristics of wind speed were detected from some of these studies. Nevertheless, mixture distributions have not been employed for wind speed modeling in the Arabian Peninsula. In order to improve our understanding of wind energy potential in Arabian Peninsula, mixture distributions should be tested for the frequency analysis of wind speed. The aim of the current study is to assess the suitability of mixture distributions for the frequency analysis of wind speed in the UAE. Hourly mean wind speed data at 10-m height from 7 stations were used in the current study. The Weibull and Kappa distributions were employed as representatives of the conventional non-mixture distributions. 10 mixture distributions are used and constructed by mixing four probability distributions such as Normal, Gamma, Weibull and Extreme value type-one (EV-1) distributions. Three parameter estimation methods such as Expectation Maximization algorithm, Least Squares method and Meta-Heuristic Maximum Likelihood (MHML) method were employed to estimate the parameters of the mixture distributions. In order to compare the goodness-of-fit of tested distributions and parameter estimation methods for sample wind data, the adjusted coefficient of determination, Bayesian Information Criterion (BIC) and Chi-squared statistics were computed. Results indicate that MHML presents the best performance of parameter estimation for the used mixture distributions. In most of the employed 7 stations, mixture distributions give the best fit. When the wind speed regime shows mixture distributional characteristics, most of these regimes present the kurtotic statistical characteristic. Particularly, applications of mixture distributions for these stations show a significant improvement in explaining the whole wind speed regime. In addition, the Weibull-Weibull mixture distribution presents the best fit for the wind speed data in the UAE.

Testing for independence in J×K contingency tables with complex sample survey data.

PubMed

Lipsitz, Stuart R; Fitzmaurice, Garrett M; Sinha, Debajyoti; Hevelone, Nathanael; Giovannucci, Edward; Hu, Jim C

2015-09-01

The test of independence of row and column variables in a (J×K) contingency table is a widely used statistical test in many areas of application. For complex survey samples, use of the standard Pearson chi-squared test is inappropriate due to correlation among units within the same cluster. Rao and Scott (1981, Journal of the American Statistical Association 76, 221-230) proposed an approach in which the standard Pearson chi-squared statistic is multiplied by a design effect to adjust for the complex survey design. Unfortunately, this test fails to exist when one of the observed cell counts equals zero. Even with the large samples typical of many complex surveys, zero cell counts can occur for rare events, small domains, or contingency tables with a large number of cells. Here, we propose Wald and score test statistics for independence based on weighted least squares estimating equations. In contrast to the Rao-Scott test statistic, the proposed Wald and score test statistics always exist. In simulations, the score test is found to perform best with respect to type I error. The proposed method is motivated by, and applied to, post surgical complications data from the United States' Nationwide Inpatient Sample (NIS) complex survey of hospitals in 2008. © 2015, The International Biometric Society.

Random analysis of bearing capacity of square footing using the LAS procedure

NASA Astrophysics Data System (ADS)

Kawa, Marek; Puła, Wojciech; Suska, Michał

2016-09-01

In the present paper, a three-dimensional problem of bearing capacity of square footing on random soil medium is analyzed. The random fields of strength parameters c and φ are generated using LAS procedure (Local Average Subdivision, Fenton and Vanmarcke 1990). The procedure used is re-implemented by the authors in Mathematica environment in order to combine it with commercial program. Since the procedure is still tested the random filed has been assumed as one-dimensional: the strength properties of soil are random in vertical direction only. Individual realizations of bearing capacity boundary-problem with strength parameters of medium defined the above procedure are solved using FLAC3D Software. The analysis is performed for two qualitatively different cases, namely for the purely cohesive and cohesive-frictional soils. For the latter case the friction angle and cohesion have been assumed as independent random variables. For these two cases the random square footing bearing capacity results have been obtained for the range of fluctuation scales from 0.5 m to 10 m. Each time 1000 Monte Carlo realizations have been performed. The obtained results allow not only the mean and variance but also the probability density function to be estimated. An example of application of this function for reliability calculation has been presented in the final part of the paper.

Structured functional additive regression in reproducing kernel Hilbert spaces

PubMed Central

Zhu, Hongxiao; Yao, Fang; Zhang, Hao Helen

2013-01-01

Summary Functional additive models (FAMs) provide a flexible yet simple framework for regressions involving functional predictors. The utilization of data-driven basis in an additive rather than linear structure naturally extends the classical functional linear model. However, the critical issue of selecting nonlinear additive components has been less studied. In this work, we propose a new regularization framework for the structure estimation in the context of Reproducing Kernel Hilbert Spaces. The proposed approach takes advantage of the functional principal components which greatly facilitates the implementation and the theoretical analysis. The selection and estimation are achieved by penalized least squares using a penalty which encourages the sparse structure of the additive components. Theoretical properties such as the rate of convergence are investigated. The empirical performance is demonstrated through simulation studies and a real data application. PMID:25013362

Estimation and filtering techniques for high-accuracy GPS applications

NASA Technical Reports Server (NTRS)

Lichten, S. M.

1989-01-01

Techniques for determination of very precise orbits for satellites of the Global Positioning System (GPS) are currently being studied and demonstrated. These techniques can be used to make cm-accurate measurements of station locations relative to the geocenter, monitor earth orientation over timescales of hours, and provide tropospheric and clock delay calibrations during observations made with deep space radio antennas at sites where the GPS receivers have been collocated. For high-earth orbiters, meter-level knowledge of position will be available from GPS, while at low altitudes, sub-decimeter accuracy will be possible. Estimation of satellite orbits and other parameters such as ground station positions is carried out with a multi-satellite batch sequential pseudo-epoch state process noise filter. Both square-root information filtering (SRIF) and UD-factorized covariance filtering formulations are implemented in the software.

An improved model to estimate trapping parameters in polymeric materials and its application on normal and aged low-density polyethylenes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Ning, E-mail: nl4g12@soton.ac.uk; He, Miao; Alghamdi, Hisham

2015-08-14

Trapping parameters can be considered as one of the important attributes to describe polymeric materials. In the present paper, a more accurate charge dynamics model has been developed, which takes account of charge dynamics in both volts-on and off stage into simulation. By fitting with measured charge data with the highest R-square value, trapping parameters together with injection barrier of both normal and aged low-density polyethylene samples were estimated using the improved model. The results show that, after long-term ageing process, the injection barriers of both electrons and holes is lowered, overall trap depth is shallower, and trap density becomesmore » much greater. Additionally, the changes in parameters for electrons are more sensitive than those of holes after ageing.« less

August median streamflow on ungaged streams in Eastern Coastal Maine

USGS Publications Warehouse

Lombard, Pamela J.

2004-01-01

Methods for estimating August median streamflow were developed for ungaged, unregulated streams in eastern coastal Maine. The methods apply to streams with drainage areas ranging in size from 0.04 to 73.2 square miles and fraction of basin underlain by a sand and gravel aquifer ranging from 0 to 71 percent. The equations were developed with data from three long-term (greater than or equal to 10 years of record) continuous-record streamflow-gaging stations, 23 partial-record streamflow- gaging stations, and 5 short-term (less than 10 years of record) continuous-record streamflow-gaging stations. A mathematical technique for estimating a standard low-flow statistic, August median streamflow, at partial-record streamflow-gaging stations and short-term continuous-record streamflow-gaging stations was applied by relating base-flow measurements at these stations to concurrent daily streamflows at nearby long-term continuous-record streamflow-gaging stations (index stations). Generalized least-squares regression analysis (GLS) was used to relate estimates of August median streamflow at streamflow-gaging stations to basin characteristics at these same stations to develop equations that can be applied to estimate August median streamflow on ungaged streams. GLS accounts for different periods of record at the gaging stations and the cross correlation of concurrent streamflows among gaging stations. Thirty-one stations were used for the final regression equations. Two basin characteristics?drainage area and fraction of basin underlain by a sand and gravel aquifer?are used in the calculated regression equation to estimate August median streamflow for ungaged streams. The equation has an average standard error of prediction from -27 to 38 percent. A one-variable equation uses only drainage area to estimate August median streamflow when less accuracy is acceptable. This equation has an average standard error of prediction from -30 to 43 percent. Model error is larger than sampling error for both equations, indicating that additional or improved estimates of basin characteristics could be important to improved estimates of low-flow statistics. Weighted estimates of August median streamflow at partial- record or continuous-record gaging stations range from 0.003 to 31.0 cubic feet per second or from 0.1 to 0.6 cubic feet per second per square mile. Estimates of August median streamflow on ungaged streams in eastern coastal Maine, within the range of acceptable explanatory variables, range from 0.003 to 45 cubic feet per second or 0.1 to 0.6 cubic feet per second per square mile. Estimates of August median streamflow per square mile of drainage area generally increase as drainage area and fraction of basin underlain by a sand and gravel aquifer increase.

36 CFR § 910.3 - Program administration.

Code of Federal Regulations, 2013 CFR

2013-07-01

... Square Guidelines, described below, provides interested parties with the urban planning and design information sufficient to understand and participate in the process of square development within the... Development Area, and provides a glossary of defined terms applicable to this part as well as Square...

In vivo validation of a new technique that compensates for soft tissue artefact in the upper-arm: preliminary results.

PubMed

Cutti, Andrea Giovanni; Cappello, Angelo; Davalli, Angelo

2006-01-01

Soft tissue artefact is the dominant error source for upper extremity motion analyses that use skin-mounted markers, especially in humeral axial rotation. A new in vivo technique is presented that is based on the definition of a humerus bone-embedded frame almost "artefact free" but influenced by the elbow orientation in the measurement of the humeral axial rotation, and on an algorithm designed to solve this kinematic coupling. The technique was validated in vivo in a study of six healthy subjects who performed five arm-movement tasks. For each task the similarity between a gold standard pattern and the axial rotation pattern before and after the application of the compensation algorithm was evaluated in terms of explained variance, gain, phase and offset. In addition the root mean square error between the patterns was used as a global similarity estimator. After the application, for four out of five tasks, patterns were highly correlated, in phase, with almost equal gain and limited offset; the root mean square error decreased from the original 9 degrees to 3 degrees . The proposed technique appears to help compensate for the soft tissue artefact affecting axial rotation. A further development is also proposed to make the technique effective also for the pure prono-supination task.

Enhanced data reduction of the velocity data on CETA flight experiment. [Crew and Equipment Translation Aid

NASA Technical Reports Server (NTRS)

Finley, Tom D.; Wong, Douglas T.; Tripp, John S.

1993-01-01

A newly developed technique for enhanced data reduction provides an improved procedure that allows least squares minimization to become possible between data sets with an unequal number of data points. This technique was applied in the Crew and Equipment Translation Aid (CETA) experiment on the STS-37 Shuttle flight in April 1991 to obtain the velocity profile from the acceleration data. The new technique uses a least-squares method to estimate the initial conditions and calibration constants. These initial conditions are estimated by least-squares fitting the displacements indicated by the Hall-effect sensor data to the corresponding displacements obtained from integrating the acceleration data. The velocity and displacement profiles can then be recalculated from the corresponding acceleration data using the estimated parameters. This technique, which enables instantaneous velocities to be obtained from the test data instead of only average velocities at varying discrete times, offers more detailed velocity information, particularly during periods of large acceleration or deceleration.

The Improved Estimation of Ratio of Two Population Proportions

ERIC Educational Resources Information Center

Solanki, Ramkrishna S.; Singh, Housila P.

2016-01-01

In this article, first we obtained the correct mean square error expression of Gupta and Shabbir's linear weighted estimator of the ratio of two population proportions. Later we suggested the general class of ratio estimators of two population proportions. The usual ratio estimator, Wynn-type estimator, Singh, Singh, and Kaur difference-type…

Square Footage Requirements for Use in Developing the Local Facilities Plans and State Capital Outlay Applications for Funding.

ERIC Educational Resources Information Center

Georgia State Dept. of Education, Atlanta. Facilities Services Unit.

This document presents the space requirements for Georgia's elementary, middle, and high schools. All square footage requirements are computed by using inside dimensions of a room; the square footage of support spaces in suites may be included when computing the square footage of the suite. Examples of support spaces include storage rooms,…

49 CFR 172.315 - Packages containing limited quantities.

Code of Federal Regulations, 2010 CFR

2010-10-01

... applicable, for the entry as shown in the § 172.101 Table, and placed within a square-on-point border in... to the package as to be readily visible. The width of line forming the square-on-point must be at... square-on-points bearing a single ID number, or a single square-on-point large enough to include each...

40 CFR Appendix C to Subpart Nnn... - Method for the Determination of Product Density

Code of Federal Regulations, 2011 CFR

2011-07-01

... insulation. The method is applicable to all cured board and blanket products. 2. Equipment One square foot (12 in. by 12 in.) template, or templates that are multiples of one square foot, for use in cutting... procedure for the designated product. 3.2Cut samples using one square foot (or multiples of one square foot...

40 CFR Appendix C to Subpart Nnn... - Method for the Determination of Product Density

Code of Federal Regulations, 2012 CFR

2012-07-01

.... The method is applicable to all cured board and blanket products. 2. Equipment One square foot (12 in. by 12 in.) template, or templates that are multiples of one square foot, for use in cutting... procedure for the designated product. 3.2Cut samples using one square foot (or multiples of one square foot...

40 CFR Appendix C to Subpart Nnn... - Method for the Determination of Product Density

Code of Federal Regulations, 2010 CFR

2010-07-01

.... The method is applicable to all cured board and blanket products. 2. Equipment One square foot (12 in. by 12 in.) template, or templates that are multiples of one square foot, for use in cutting... procedure for the designated product. 3.2Cut samples using one square foot (or multiples of one square foot...

Quantitative methods for compensation of matrix effects and self-absorption in Laser Induced Breakdown Spectroscopy signals of solids

NASA Astrophysics Data System (ADS)

Takahashi, Tomoko; Thornton, Blair

2017-12-01

This paper reviews methods to compensate for matrix effects and self-absorption during quantitative analysis of compositions of solids measured using Laser Induced Breakdown Spectroscopy (LIBS) and their applications to in-situ analysis. Methods to reduce matrix and self-absorption effects on calibration curves are first introduced. The conditions where calibration curves are applicable to quantification of compositions of solid samples and their limitations are discussed. While calibration-free LIBS (CF-LIBS), which corrects matrix effects theoretically based on the Boltzmann distribution law and Saha equation, has been applied in a number of studies, requirements need to be satisfied for the calculation of chemical compositions to be valid. Also, peaks of all elements contained in the target need to be detected, which is a bottleneck for in-situ analysis of unknown materials. Multivariate analysis techniques are gaining momentum in LIBS analysis. Among the available techniques, principal component regression (PCR) analysis and partial least squares (PLS) regression analysis, which can extract related information to compositions from all spectral data, are widely established methods and have been applied to various fields including in-situ applications in air and for planetary explorations. Artificial neural networks (ANNs), where non-linear effects can be modelled, have also been investigated as a quantitative method and their applications are introduced. The ability to make quantitative estimates based on LIBS signals is seen as a key element for the technique to gain wider acceptance as an analytical method, especially in in-situ applications. In order to accelerate this process, it is recommended that the accuracy should be described using common figures of merit which express the overall normalised accuracy, such as the normalised root mean square errors (NRMSEs), when comparing the accuracy obtained from different setups and analytical methods.

A passive microwave technique for estimating rainfall and vertical structure information from space. Part 2: Applications to SSM/I data

NASA Technical Reports Server (NTRS)

Kummerow, Christian; Giglio, Louis

1994-01-01

A multi channel physical approach for retrieving rainfall and its vertical structure from Special Sensor Microwave/Imager (SSM/I) observations is examined. While a companion paper was devoted exclusively to the description of the algorithm, its strengths, and its limitations, the main focus of this paper is to report on the results, applicability, and expected accuraciesfrom this algorithm. Some examples are given that compare retrieved results with ground-based radar data from different geographical regions to illustrate the performance and utility of the algorithm under distinct rainfall conditions. More quantitative validation is accomplished using two months of radar data from Darwin, Australia, and the radar network over Japan. Instantaneous comparisons at Darwin indicate that root-mean-square errors for 1.25 deg areas over water are 0.09 mm/h compared to the mean rainfall value of 0.224 mm/h while the correlation exceeds 0.9. Similar results are obtained over the Japanese validation site with rms errors of 0.615 mm/h compared to the mean of 0.0880 mm/h and a correlation of 0.9. Results are less encouraging over land with root-mean-square errors somewhat larger than the mean rain rates and correlations of only 0.71 and 0.62 for Darwin and Japan, respectively. These validation studies are further used in combination with the theoretical treatment of expected accuracies developed in the companion paper to define error estimates on a broader scale than individual radar sites from which the errors may be analyzed. Comparisons with simpler techniques that are based on either emission or scattering measurements are used to illustrate the fact that the current algorithm, while better correlated with the emission methods over water, cannot be reduced to either of these simpler methods.

Application of least median of squared orthogonal distance (LMD) and LMD-based reweighted least squares (RLS) methods on the stock-recruitment relationship

NASA Astrophysics Data System (ADS)

Wang, Yan-Jun; Liu, Qun

1999-03-01

Analysis of stock-recruitment (SR) data is most often done by fitting various SR relationship curves to the data. Fish population dynamics data often have stochastic variations and measurement errors, which usually result in a biased regression analysis. This paper presents a robust regression method, least median of squared orthogonal distance (LMD), which is insensitive to abnormal values in the dependent and independent variables in a regression analysis. Outliers that have significantly different variance from the rest of the data can be identified in a residual analysis. Then, the least squares (LS) method is applied to the SR data with defined outliers being down weighted. The application of LMD and LMD-based Reweighted Least Squares (RLS) method to simulated and real fisheries SR data is explored.